Robustness of alternative non-linearity tests for SETAR models

Journal of Forecasting

Volumn 23, Issue 3, 2004, Pages 215-231

  Chan, Wai Sum ^a   Ng, Man Wai ^a  

^a UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Misspecified prediction; Outliers; Robustness; Simulations; The four little dragons; Threshold time series

Indexed keywords

COMPUTER SIMULATION; DATA REDUCTION; EPIDEMIOLOGY; ERROR ANALYSIS; FORECASTING; MATHEMATICAL MODELS; REGRESSION ANALYSIS; ROBUSTNESS (CONTROL SYSTEMS); SET THEORY;

MISSPECIFIED PREDICTION; OUTLIERS; THE FOUR LITTLE DRAGONS; THRESHOLD TIME SERIES;

TIME SERIES ANALYSIS;

EID: 2342454477     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/for.915     Document Type: Review

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