Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests (Q1209888): Difference between revisions
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Revision as of 03:58, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests |
scientific article |
Statements
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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