A Robust Test for Threshold‐Type Nonlinearity in Multivariate Time Series Analysis

Publisher: John Wiley & Sons Inc

E-ISSN: 1099-131x|34|6|441-454

ISSN: 0277-6693

Source: JOURNAL OF FORECASTING, Vol.34, Iss.6, 2015-09, pp. : 441-454

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Abstract