Simultaneous Testing of the Mean and Variance Structures in Nonlinear Time Series Models-Reference-Cited by-同舟云学术

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Simultaneous Testing of the Mean and Variance Structures in Nonlinear Time Series Models

Published:2010 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Gao Jiti,Chen Songxi

Publisher

Elsevier BV

Reference68 articles.

1. Controlling the false discovery rate: a practical and powerful approach to multiple testing;Y Benjamini;Journal of Royal Statistical Society Series B,1995

2. Nonparametric Statistics for Stochastic Processes

3. Combined and least squares empirical likelihood;B Brown;Annals of the Institute of Statistical Mathematics,1998

4. An empirical comparison of alternative models of the short-term interest rate;K C Chan;Journal of Finance,1992

5. On Bartlett correction of empirical likelihood in the presence of nuisance parameters;S X Chen;Biometrika,2006

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