Testing the Linearity of a Time Series. Some Monte-Carlo and Empirical Tests

Efstratios Tserkezos and Dikaios Tserkezos ()
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Dikaios Tserkezos: Department of Economics, University of Crete, Greece

No 827, Working Papers from University of Crete, Department of Economics

Keywords: Testing nonlinearity; Hinich portmanteau bicorrelation test; Keenan; Mcleodi-Li tests; ARCH and Luukkonen LST Test (search for similar items in EconPapers)
Pages: 10 pages
Date: 2008-01-01
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Published in IWEF 2007

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