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Testing the Linearity of a Time Series

Dimitra Chatzi (econp95@econ.soc.uoc.gr) and Dikaios Tserkezos (tserkezd@uoc.gr)
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Dikaios Tserkezos: Department of Economics, University of Crete, Greece

No 1401, Working Papers from University of Crete, Department of Economics

Keywords: Testing nonlinearity; Hinich portmanteau bicorrelation test; Keenan; Mcleodi-Li tests; ARCH & Luukkonen LST Test (search for similar items in EconPapers)
JEL-codes: C10 C13 C22 (search for similar items in EconPapers)
Pages: 15 pages
Date: 2014-10-01
New Economics Papers: this item is included in nep-ecm and nep-ets
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