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~isPartOf:"Birkbeck working papers in economics and finance : BWPEF"
~subject:"Nonlinear regression"
~subject:"Stochastic process"
~type_genre:"Working Paper"
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Birkbeck working papers in economics and finance : BWPEF
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Portmanteau tests for linearity of stationary time series
Psaradakis, Zacharias G.
;
Vávra, Marián
-
2015
Persistent link: https://www.econbiz.de/10011350561
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2
A distance test of normality for a wide class of stationary processes
Psaradakis, Zacharias G.
;
Vávra, Marián
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2015
Persistent link: https://www.econbiz.de/10011350566
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3
Robustness of power properties of non-linearity tests
Vavra, Marian
-
2012
Persistent link: https://www.econbiz.de/10009513793
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4
Testing non-linearity using a modified Q test
Vavra, Marian
-
2012
Persistent link: https://www.econbiz.de/10009513819
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