A consistent nonparametric test for linearity of \(\text{AR} (p)\) models

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Publication:1389742

DOI10.1016/S0165-1765(97)00054-2zbMath0895.90048MaRDI QIDQ1389742

Yanqin Fan, Q. Li

Publication date: 30 June 1998

Published in: Economics Letters (Search for Journal in Brave)




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