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Essays in Econometrics (Collected Papers of Clive W. J. Granger) || Testing for Neglected Nonlinearity in Time Series Models: A Comparison of Neural Network Methods and Alternative Tests
Granger, Clive W. J., Ghysels, Eric, Swanson, Norman R., Watson, Mark W.Volume:
10.1017/CB
Année:
2001
Langue:
english
DOI:
10.1017/cbo9780511753961.009
Fichier:
PDF, 207 KB
english, 2001