Testing the linearity of a time series
Year of publication: |
2014-01-10
|
---|---|
Authors: | Chatzi, Dimitra ; Tserkezos, Dikaios |
Institutions: | Department of Economics, University of Crete |
Subject: | Testing nonlinearity | Hinich portmanteau bicorrelation test | Keenan | Mcleodi-Li tests | ARCH & Luukkonen LST Test |
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