Detecting Nonlinearity in Time Series: Surrogate and Bootstrap Approaches

DOI10.2202/1558-3708.1268MaRDI QIDQ3368400zbMATH OpenOpenAlexFDO

Authors Melvin J. Hinich, Eduardo M. A. M. Mendes, Lewi Stone

Publication date 27 January 2006

Published in Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2202/1558-3708.1268

zbMATH Keywords

Bootstraprandom processesSurrogate data method

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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• Aligned signed-rank tests of a linear autoregressive model against an exponential autoregressive one
• A nonlinear panel ARDL analysis of pollution haven/halo hypothesis
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