Testing for time series linearity
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Publication:3594916
DOI10.1111/j.1368-423X.2007.00203.xzbMath1116.62093MaRDI QIDQ3594916
David I. Harvey, Stephen J. Leybourne
Publication date: 9 August 2007
Published in: The Econometrics Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1368-423x.2007.00203.x
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P05: Applications of statistics to actuarial sciences and financial mathematics
62F03: Parametric hypothesis testing
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Cites Work