Pages that link to "Item:Q4345896"
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The following pages link to Testing for dependence in the input to a linear time series model (Q4345896):
Displaying 6 items.
- A single-blind controlled competition among tests for nonlinearity and chaos (Q1265796) (← links)
- Computing stock price comovements with a three-regime panel smooth transition error correction model (Q1730719) (← links)
- Episodic nonlinearity in leading global currencies (Q2316902) (← links)
- Detecting and modeling nonlinearity in the gas furnace data (Q2513332) (← links)
- NONLINEARITY, CYCLICITY, AND PERSISTENCE IN CONSUMPTION AND INCOME RELATIONSHIPS: RESEARCH IN HONOR OF MELVIN J. HINICH (Q2843377) (← links)
- NONLINEARITY IN THE CANADIAN AND U.S. LABOR MARKETS: UNIVARIATE AND MULTIVARIATE EVIDENCE FROM A BATTERY OF TESTS (Q5439965) (← links)