Model selection for nonlinear time series
Year of publication: |
2004
|
---|---|
Authors: | Manzan, Sebastiano |
Published in: |
Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 29.2004, 4, p. 901-920
|
Publisher: |
Department of Economics and Finance Research and Teaching |
Subject: | Local linear regression | nonlinear time series | bootstrap | linearity test |
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