Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative tests
| Year of publication: |
1993
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|---|---|
| Authors: | Lee, Tae-Hwy ; White, Halbert ; Granger, Clive W.J. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 56.1993, 3, p. 269-290
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