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Investigating nonlinearity : a note on the estimation of Hamilton's random field regression model
Bond, Dereck; Harrison, Michael J.; O'Brien, Edward J. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 9 (2005) 3, pp. 1-41
Persistent link: https://www.econbiz.de/10003283953
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Comment on Investigating nonlinearity
Hamilton, James D. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 9 (2005) 3, pp. 1-8
Persistent link: https://www.econbiz.de/10003283961
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Investigating nonlinearity : a note on the estimation of Hamilton's radom field regression model
Bond, Derek (contributor); Harrison, Michael J. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003258132