Testing for neglected nonlinearity in long-memory models
Year of publication: |
2007
|
---|---|
Authors: | Baillie, Richard ; Kapetanios, George |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 25.2007, 4, p. 447-461
|
Subject: | Neuronale Netze | Neural networks | Zeitreihenanalyse | Time series analysis | Nichtlineare Regression | Nonlinear regression |
-
Allen, David E., (2015)
-
Allen, David E., (2016)
-
Study on exchange rate forecasting using recurrent neural networks
Ye, Yuxi, (2017)
- More ...
-
Hierarchical time-varying estimation of asset pricing models
Baillie, Richard, (2022)
-
Testing for neglected nonlinearity in long memory models
Baillie, Richard, (2005)
-
Baillie, Richard, (2006)
- More ...