Testing multiple equation systems for common nonlinear components
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Publication:1379913
DOI10.1016/S0304-4076(97)00076-6zbMath0924.62089MaRDI QIDQ1379913
Heather M. Anderson, Farshid Vahid
Publication date: 8 November 1999
Published in: Journal of Econometrics (Search for Journal in Brave)
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)
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Uses Software
Cites Work
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