Some recent developments in non-linear time series modelling, testing, and forecasting

Please use this identifier to cite or link to this item: https://scholarbank.nus.edu.sg/handle/10635/19383

DC Field	Value
dc.title	Some recent developments in non-linear time series modelling, testing, and forecasting
dc.contributor.author	De, Gooijer J.G.
dc.contributor.author	Kumar, K.
dc.date.accessioned	2011-02-22T03:09:24Z
dc.date.available	2011-02-22T03:09:24Z
dc.date.issued	1992
dc.identifier.citation	De, Gooijer J.G.,Kumar, K. (1992). Some recent developments in non-linear time series modelling, testing, and forecasting. International Journal of Forecasting 8 (2) : 135-156. ScholarBank@NUS Repository.
dc.identifier.issn	01692070
dc.identifier.uri	http://scholarbank.nus.edu.sg/handle/10635/19383
dc.source	Scopus
dc.subject	ARCH
dc.subject	Bilinear
dc.subject	CUSUMS
dc.subject	Exponential AR
dc.subject	Identification
dc.subject	Invertibility
dc.subject	Lagrange-multiplier test
dc.subject	Multi-step-ahead forecasting
dc.subject	Order selection
dc.subject	Thresho
dc.type	Article
dc.contributor.department	ECONOMICS & STATISTICS
dc.description.sourcetitle	International Journal of Forecasting
dc.description.volume	8
dc.description.issue	2
dc.description.page	135-156
dc.description.coden	IJFOE
dc.identifier.isiut	NOT_IN_WOS
Appears in Collections:	Staff Publications

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