Nonparametric Lag Selection for Time Series

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Nonparametric Lag Selection for Time Series

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R. Tschernig
L. Yang

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Paper provided by Humboldt Universitaet Berlin in its series Sonderforschungsbereich 373 with number 1997-59.

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Handle: RePEc:wop:humbsf:1997-59

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W. H"Ardle & L. Yang, . "Nonparametric Time Series Model Selection," Sonderforschungsbereich 373 1996-53, Humboldt Universitaet Berlin.
W. Härdle & R. Tschernig, . "Flexible Time Series Analysis," Sonderforschungsbereich 373 2000-51, Humboldt Universitaet Berlin.
Cees Diks & Sebastiano Manzan, 2001. "Tests for Serial Independence and Linearity based on Correlation Integrals," Tinbergen Institute Discussion Papers 01-085/1, Tinbergen Institute. [Downloadable!]
Other versions:
- Diks, C.G.H. & Manzan, S., 2001. "Tests for serial independence and linearity based on correlation integrals," CeNDEF Working Papers 01-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
- Cees Diks & Sebastiano Manzan, 2002. "Tests for Serial Independence and Linearity Based on Correlation Integrals," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 6(2), pages 1005-1005. [Downloadable!] (restricted)
Rolf Tschernig & Lijian Yang, 2000. "Nonparametric Estimation of Generalized Impulse Response Functions," Econometric Society World Congress 2000 Contributed Papers 1417, Econometric Society. [Downloadable!]
Other versions:
- R. Tschernig & L. Yang, . "Nonparametric Estimation of Generalized Impulse Response Function," Sonderforschungsbereich 373 2000-89, Humboldt Universitaet Berlin.
Wolfgang Härdle & Torsten Kleinow & Rolf Tschernig, 2001. "Web Quantlets for Time Series Analysis," Annals of the Institute of Statistical Mathematics, Springer, vol. 53(1), pages 179-188, March. [Downloadable!] (restricted)
Other versions:
- W. Härdle & T. Kleinow & R. Tschernig, . "Web quantlets for time series analysis," Sonderforschungsbereich 373 2000-1, Humboldt Universitaet Berlin.
R. Tschernig, . "Nonlinearities in German Unemployment Rates: A Nonparametric Analysis," Sonderforschungsbereich 373 1996-45, Humboldt Universitaet Berlin.

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