On testing for nonlinearity in multivariate time series
Zacharias Psaradakis; Marián Vávra
| Year of publication: |
2014
|
|---|---|
| Authors: | Psaradakis, Zacharias G. ; Vávra, Marián |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 125.2014, 1, p. 1-4
|
| Subject: | Multivariate time series | Nonlinearity tests | Principal components | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Multivariate Analyse | Multivariate analysis | Nichtlineare Regression | Nonlinear regression | Statistischer Test | Statistical test |
| 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://ebvufind01.dmz1.zbw.eu/10010504802