Nonparametric Estimation and Testing in Panels of Intercorrelated Time Series

Journal article

Peer reviewed

Vidar Hjellvik, Rong Chen and Dag Tjøstheim

Journal of time series analysis, Vol.25(6), pp.831-872

First Version received January 2001

11/2004

Abstract

Heteroscedastic

intercorrelated time series

linearity testing

nonlinear

nonparametric estimation

panel

2 Record Views

Title: Nonparametric Estimation and Testing in Panels of Intercorrelated Time Series
Creators: Vidar Hjellvik - Institute of Marine Research
Rong Chen - University of Illinois at Chicago
Dag Tjøstheim - University of Bergen
Publication Details: Journal of time series analysis, Vol.25(6), pp.831-872
Date published: 11/2004
Publisher: Blackwell Publishing Ltd
Edition: First Version received January 2001
Number of pages: 42
Academic Unit: Statistics (SAS)
Language: English
Resource Type: Journal article
Identifiers: 991031758430304646