Essays on Testing for Nonlinearity in Time Series: Issues in Nonlinear Cointegration, Structural Breaks and Changes in Persistence

Research output: ThesisDoctoral thesis

Authors

  • Claudia Grote

Research Organisations

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Details

Original languageEnglish
Awarding Institution
Supervised by
  • Philipp Sibbertsen, Supervisor
Date of Award4 Mar 2020
Place of PublicationHannover
Publication statusPublished - 2020

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title = "Essays on Testing for Nonlinearity in Time Series: Issues in Nonlinear Cointegration, Structural Breaks and Changes in Persistence",
author = "Claudia Grote",
note = "Doctoral thesis",
year = "2020",
doi = "10.15488/9770",
language = "English",
school = "Leibniz University Hannover",

}

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TY - BOOK

T1 - Essays on Testing for Nonlinearity in Time Series

T2 - Issues in Nonlinear Cointegration, Structural Breaks and Changes in Persistence

AU - Grote, Claudia

N1 - Doctoral thesis

PY - 2020

Y1 - 2020

U2 - 10.15488/9770

DO - 10.15488/9770

M3 - Doctoral thesis

CY - Hannover

ER -