A Robust Test for Threshold‐Type Nonlinearity in Multivariate Time Series Analysis (Q4687555)
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scientific article; zbMATH DE number 6952463
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Robust Test for Threshold‐Type Nonlinearity in Multivariate Time Series Analysis |
scientific article; zbMATH DE number 6952463 |
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A Robust Test for Threshold‐Type Nonlinearity in Multivariate Time Series Analysis (English)
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12 October 2018
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nonlinear time series
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outliers
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macroeconomic forecasting
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robustness
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vector autoregression models
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Monte Carlo experiment
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