Testing for neglected nonlinearity in long-memory models
Richard T. Baillie; George Kapetanios
| Year of publication: |
2007
|
|---|---|
| Authors: | Baillie, Richard ; Kapetanios, George |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 25.2007, 4, p. 447-461
|
| Subject: | Neuronale Netze | Neural networks | Zeitreihenanalyse | Time series analysis | Nichtlineare Regression | Nonlinear regression |
| 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/10003566060