Identification of the coefficients in a non-linear: time series of the quadratic type
- 30 November 1985
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 30 (1-2) , 269-288
- https://doi.org/10.1016/0304-4076(85)90140-x
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- Evidence of Nonlinearity in Daily Stock ReturnsJournal of Business & Economic Statistics, 1985
- A STUDY OF THE APPLICATION OF STATE‐DEPENDENT MODELS IN NON‐LINEAR TIME SERIES ANALYSISJournal of Time Series Analysis, 1984
- An Application of Nonlinear Time Series ForecastingJournal of Business & Economic Statistics, 1983
- TESTING FOR GAUSSIANITY AND LINEARITY OF A STATIONARY TIME SERIESJournal of Time Series Analysis, 1982
- A TEST FOR LINEARITY OF STATIONARY TIME SERIESJournal of Time Series Analysis, 1980