Kim, Kun Ho; Zhang, Ting; Wu, Wei Biao Parametric specification test for nonlinear autoregressive models. (English) Zbl 1441.62774 Econom. Theory 31, No. 5, 1078-1101 (2015). MSC: 62P20 62F03 62M10 62F05 PDFBibTeX XMLCite \textit{K. H. Kim} et al., Econom. Theory 31, No. 5, 1078--1101 (2015; Zbl 1441.62774) Full Text: DOI
Kim, Kun Ho; Zhou, Zhou; Wu, Wei Biao Non-stationary structural model with time-varying demand elasticities. (English) Zbl 1233.62158 J. Stat. Plann. Inference 140, No. 12, 3809-3819 (2010). MSC: 62M10 62J05 62G09 62P20 91B42 PDFBibTeX XMLCite \textit{K. H. Kim} et al., J. Stat. Plann. Inference 140, No. 12, 3809--3819 (2010; Zbl 1233.62158) Full Text: DOI