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Dynamic Modeling and Econometrics in Eco A Nonlinear Time Series Workshop: A Toolkit for Detecting and Identifying Nonlinear Serial Dependence Book 2 (Paperback)

Dynamic Modeling and Econometrics in Eco A Nonlinear Time Series Workshop: A Toolkit for Detecting and Identifying Nonlinear Serial Dependence Book 2 (Paperback)

The analysis ofwhat might be called dynamic nonlinearity in time series has its roots in the pioneering work ofBrillinger (1965) - who first pointed out how the bispectrum and higher order polyspectra could in principle be used to test for nonlinear...

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