A robust test for threshold-type nonlinearity in multivariate time series analysis
Wai-Sum Chan, Siu Hung Cheung, Wai Kit Chow and Li-Xin Zhang
| Year of publication: |
2015
|
|---|---|
| Authors: | Chan, Wai-Sum ; Cheung, Siu-hung ; Chow, Wai Kit ; Zhang, Li-Xin |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 34.2015, 6, p. 441-454
|
| Subject: | nonlinear time series | outliers | macroeconomic forecasting | robustness | vector autoregression models | Zeitreihenanalyse | Time series analysis | VAR-Modell | VAR model | Nichtlineare Regression | Nonlinear regression | Robustes Verfahren | Robust statistics | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011342703