Nonparametric, nonlinear, short-term forecasting: theory and evidence for nonlinearities in the commodity markets

Author: Agnon Y.   Golan A.   Shearer M.  

Publisher: Elsevier

ISSN: 0165-1765

Source: Economics Letters, Vol.65, Iss.3, 1999-12, pp. : 293-299

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Abstract