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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ID Code: 36357
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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