Detecting Nonlinearity by Modelling the Differenced Series.
| Year of publication: |
1995
|
|---|---|
| Authors: | Aprahamian, F. ; Peguin-Feissolle, A. |
| Institutions: | Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE) |
| Subject: | TIME SERIES | LINEAR MODELS | TESTS |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 14 pages |
| Classification: | C12 - Hypothesis Testing ; C52 - Model Evaluation and Testing ; C22 - Time-Series Models ; C20 - Econometric Methods: Single Equation Models. General |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005479048