Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests (Q1209888)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests |
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)
0 references
16 May 1993
0 references
bispectrum test
0 references
comparison of tests
0 references
neural network test for neglected nonlinearity
0 references
Keenan test
0 references
Tsay test
0 references
White dynamic information matrix test
0 references
McLeod-Li test
0 references
Ramsey RESET test
0 references
Brock-Dechert-Scheinkman test
0 references
Lagrange multiplier test
0 references
threshold autoregressive
0 references
nonlinear moving average models
0 references
