Testing for time series linearity
Harvey, David I and Leybourne, Stephen J
Testing for time series linearity J8302 2007 - 2007 - 149-165 V. 10 Issue. 1
Econometrics
Time series;Exchange rates;Nonlinearity testing;Wald tests;
Testing for time series linearity J8302 2007 - 2007 - 149-165 V. 10 Issue. 1
Econometrics
Time series;Exchange rates;Nonlinearity testing;Wald tests;