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Latest revision as of 09:23, 30 July 2024

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Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests
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    Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests (English)
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    16 May 1993
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    bispectrum test
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    comparison of tests
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    neural network test for neglected nonlinearity
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    Keenan test
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    Tsay test
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    White dynamic information matrix test
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    McLeod-Li test
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    Ramsey RESET test
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    Brock-Dechert-Scheinkman test
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    Lagrange multiplier test
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    threshold autoregressive
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    nonlinear moving average models
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