Robustness of alternative non-linearity tests for SETAR models
Year of publication: |
2004
|
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Authors: | Chan, Wai-Sum ; Ng, Man-wai |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 23.2004, 3, p. 215-231
|
Subject: | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Ostasien | East Asia | Nichtlineare Regression | Nonlinear regression | Autokorrelation | Autocorrelation |
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