Functional Coefficient Autoregressive Models: Estimation and Tests of Hypotheses

Journal article

Peer reviewed

Rong Chen and Lon-Mu Liu

Journal of time series analysis, Vol.22(2), pp.151-173

03/2001

Abstract

Continuity test

linearity test

local linear estimation

nonparametric estimation

one-sided kernel

threshold model

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Title: Functional Coefficient Autoregressive Models: Estimation and Tests of Hypotheses
Creators: Rong Chen - University of Illinois at Chicago
Lon-Mu Liu - University of Illinois at Chicago
Publication Details: Journal of time series analysis, Vol.22(2), pp.151-173
Date published: 03/2001
Publisher: Blackwell Publishers Ltd
Number of pages: 23
Academic Unit: Statistics (SAS)
Language: English
Resource Type: Journal article
Identifiers: 991031758119504646