Linearity testing and nonlinear modeling of economic time series
Year of publication: |
1996
|
---|---|
Authors: | Teräsvirta, Timo |
Published in: |
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics. - Cambridge [u.a.] : Cambridge Univ. Press, ISBN 0-521-47141-9. - 1996, p. 281-293
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
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