Power properties of linearity tests for time series

MaRDI QIDQ3368184zbMATH OpenFDO

Authors Timo Teräsvirta

Publication date 27 January 2006

Full work available at URL http://www.bepress.com/snde/vol1/iss1/art2

zbMATH Keywords

Bilinear modellocal asymptotic powernonlinear time seriesPitman asymptotic relative

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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