Testing nonlinearity: Decision rules for selecting between logistic and exponential STAR models
Year of publication: |
2001-10-18
|
---|---|
Authors: | Escribano, Álvaro ; Jordá, Oscar |
Published in: |
Spanish Economic Review. - Asociación Española de Economía - AEE. - Vol. 3.2001, 3, p. 193-209
|
Publisher: |
Asociación Española de Economía - AEE |
Subject: | LM linearity tests | smooth transition autoregressive models | nonlinear models |
-
Balcilar, Mehmet, (2010)
-
Andersson, Michael K., (1999)
-
Can we distinguish between common nonlinear time series models and long memory?
Kuswanto, Heri, (2007)
- More ...
-
Testing nonlinearity: Decision rules for selecting between logistic and exponential STAR models
Escribano, Álvaro, (2001)
-
The Announcement Effect: Evidence from Open Market Desk Data
Demiralp, Selva,
-
Non-Institutional Market Making Behavior: The Dalian Futures Exchange
Jordá, Oscar, (2002)
- More ...