A parametric approach to flexible nonlinear inference.
This paper proposes a new framework for determining whether a given relationship is nonlinear, what the nonlinearity looks like, and whether it is adequately described by a particular parametric model. The paper studies a regression or forecasting model of the form yt = |Gm(|WbX[|WB]t) + |Get where...
| Publicado en: | Econometrica Vol. 69; no. 3; pp. 537 - 574 |
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| Formato: | Artículo |
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Wiley-Blackwell
May 2001
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| Acceso en línea: | Ver este registro en EBSCOhost |