Robustness of alternative non-linearity tests for SETAR models
| Year of publication: |
2004
|
|---|---|
| Authors: | Chan, Wai-Sum ; Ng, Man-Wai |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 23.2004, 3, p. 215-232
|