On tests for non-linearity in time series analysis
Chan, K S; and Tong, Howell
(1986)
On tests for non-linearity in time series analysis.
Journal of Forecasting, 5 (4).
pp. 217-228.
ISSN 0277-6693
| Item Type | Article |
|---|---|
| Departments |
Economics Statistics |
| DOI | 10.1002/for.3980050403 |
| Date Deposited | 08 Jul 2008 13:49 |
| URI | https://researchonline.lse.ac.uk/id/eprint/6475 |