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

International Journal of Forecasting

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Bibliographic Details
Main Authors:	De, Gooijer J.G., Kumar, K.
Other Authors:	ECONOMICS & STATISTICS
Format:	Article
Published:	2011
Subjects:	ARCH Bilinear CUSUMS Exponential AR Identification Invertibility Lagrange-multiplier test Multi-step-ahead forecasting Order selection Thresho
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/19383
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-19383
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spelling	sg-nus-scholar.10635-193832015-04-17T01:52:39Z Some recent developments in non-linear time series modelling, testing, and forecasting De, Gooijer J.G. Kumar, K. ECONOMICS & STATISTICS ARCH Bilinear CUSUMS Exponential AR Identification Invertibility Lagrange-multiplier test Multi-step-ahead forecasting Order selection Thresho International Journal of Forecasting 8 2 135-156 IJFOE 2011-02-22T03:09:24Z 2011-02-22T03:09:24Z 1992 Article 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. 01692070 http://scholarbank.nus.edu.sg/handle/10635/19383 NOT_IN_WOS Scopus
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
topic	ARCH Bilinear CUSUMS Exponential AR Identification Invertibility Lagrange-multiplier test Multi-step-ahead forecasting Order selection Thresho
spellingShingle	ARCH Bilinear CUSUMS Exponential AR Identification Invertibility Lagrange-multiplier test Multi-step-ahead forecasting Order selection Thresho De, Gooijer J.G. Kumar, K. Some recent developments in non-linear time series modelling, testing, and forecasting
description	International Journal of Forecasting
author2	ECONOMICS & STATISTICS
author_facet	ECONOMICS & STATISTICS De, Gooijer J.G. Kumar, K.
format	Article
author	De, Gooijer J.G. Kumar, K.
author_sort	De, Gooijer J.G.
title	Some recent developments in non-linear time series modelling, testing, and forecasting
title_short	Some recent developments in non-linear time series modelling, testing, and forecasting
title_full	Some recent developments in non-linear time series modelling, testing, and forecasting
title_fullStr	Some recent developments in non-linear time series modelling, testing, and forecasting
title_full_unstemmed	Some recent developments in non-linear time series modelling, testing, and forecasting
title_sort	some recent developments in non-linear time series modelling, testing, and forecasting
publishDate	2011
url	http://scholarbank.nus.edu.sg/handle/10635/19383
_version_	1681079615043403776

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

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