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Miscellanea. A note on tests for nonlinearity in a vector time series

BiometrikaPublished 1 September 1999
Jane L. Harvill
Citations23
SJR quartileQ1
SJR score3.60
SNIP2.67

Abstract

Journal Article Miscellanea. A note on tests for nonlinearity in a vector time series Get access JL Harvill, JL Harvill Search for other works by this author on: Oxford Academic Google Scholar BK Ray BK Ray Search for other works by this author on: Oxford Academic Google Scholar Biometrika, Volume 86, Issue 3, September 1999, Pages 728–734, https://doi.org/10.1093/biomet/86.3.728 Published: 01 September 1999

Keywords

Economics, Econometrics and FinancePhysics and Astronomy