Tests for SETAR-type non-linearity in time series have recently been proposed by , W. S. Chan and Tong (1986, Luukkonen et a/. (1988 and . In this paper we consider the relative performance of these tests. KEY WORDS Non-linear time series SETAR-type non-linearity CUSUMS Lagrange-multiplier tests Lik
A SETAR model for Canadian GDP: non-linearities and forecast comparisons
β Scribed by Feng, Hui; Liu, Jia
- Book ID
- 120814939
- Publisher
- Taylor and Francis Group
- Year
- 2003
- Tongue
- English
- Weight
- 144 KB
- Volume
- 35
- Category
- Article
- ISSN
- 0003-6846
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