IDENTIFICATION OF THE COEFFICIENTS IN A NONLINEAR TIME-SERIES OF THE QUADRATIC TYPE

被引：14

作者：

HINICH, MJ ^{[1
]}

PATTERSON, DM ^{[1
]}

机构：

[1] VIRGINIA POLYTECH INST & STATE UNIV,BLACKSBURG,VA 24061

来源：

关键词：

D O I：

10.1016/0304-4076(85)90140-X

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：269 / 288

页数：20

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[4]

Hinich M. J., 1982, J TIME SER ANAL, V3, P169, DOI DOI 10.1111/J.1467-9892.1982.TB00339.X

[5] EVIDENCE OF NONLINEARITY IN DAILY STOCK RETURNS [J].

HINICH, MJ ;

PATTERSON, DM .

[6]

HINICH MJ, 1984, UNPUB BISPECTRUM BAS

[7]

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[8]

Rao T.S., 1980, J TIME SER ANAL, V1, P145

[9]

RAO TS, 1983, HDB STATISTICS, V3, P293

[10]

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