On testing for nonlinearity in multivariate time series
Year of publication: |
2014
|
---|---|
Authors: | Psaradakis, Zacharias ; Vávra, Marián |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 125.2014, 1, p. 1-4
|
Publisher: |
Elsevier |
Subject: | Multivariate time series | Nonlinearity tests | Principal components |
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