Publication:2783444
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zbMath1001.91076MaRDI QIDQ2783444
Philip Hans Franses, Dick van Dijk, Philip Rothman
Publication date: 2 July 2002
prediction; Akaike information criterion; nonlinear Granger causality; multivariate nonlinear time-series model
91B84: Economic time series analysis
91B64: Macroeconomic theory (monetary models, models of taxation)
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