Typology of nonlinear time series models

This paper attempts to provide a comprehensive review of nonlinear time series models, starting with the rationale for such models, their superiority over their linear counterparts, and issues surrounding their analysis especially in terms of the simultaneous examination of nonlinear and nonstationa...

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Veröffentlicht in:Recent econometric techniques for macroeconomic and financial data
1. Verfasser: Chaubal, Aditi (VerfasserIn)
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Sprache:eng
Veröffentlicht: 2021
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