## Abstract In recent years there has been a growing interest in exploiting potential forecast gains from the nonβlinear structure of selfβexciting threshold autoregressive (SETAR) models. Statistical tests have been proposed in the literature to help analysts check for the presence of SETARβtype n
A test of three fitting criteria for multiresponse non-linear modeling
β Scribed by Randy J. Pell; Bruce R. Kowalski
- Publisher
- John Wiley and Sons
- Year
- 1991
- Tongue
- English
- Weight
- 870 KB
- Volume
- 5
- Category
- Article
- ISSN
- 0886-9383
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