Testing for nonlinear structure in time-series data
Becker, Ralf (2001) Testing for nonlinear structure in time-series data. PhD thesis, Queensland University of Technology.
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|Item Type:||QUT Thesis (PhD)|
|Additional Information:||Presented to the School of Economics and Finance, Queensland University of Technology.|
|Keywords:||Nonlinear functional analysis, Time-series analysis, Econometrics, nonlinearities, hypothesis testing, bootstrap testing, size and power, unidentified parameters, time-varying parameters, heteroscedasticity, continuous time process, thesis, doctoral|
|Institution:||Queensland University of Technology|
|Copyright Owner:||Copyright Ralf Becker|
|Deposited On:||22 Sep 2010 13:04|
|Last Modified:||02 Nov 2015 04:53|
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