Displaying 2 results from an estimated 2 matches for "teraesvirta".
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1999 Sep 20
0
Updated tseries package
Fritz just put the updated tseries package to CRAN. I mainly removed
(and corrected) code such that tseries fits together with package ts.
New code is White's and Teraesvirta's tests for neglected non-linearity
(also for the regression case). From the INDEX file:
NelPlo Nelson-Plosser Macroeconomic Time Series
adf.test Augmented Dickey-Fuller Test
amif Auto Mutual Information Function
bds.test BD...
1999 Sep 20
0
Updated tseries package
Fritz just put the updated tseries package to CRAN. I mainly removed
(and corrected) code such that tseries fits together with package ts.
New code is White's and Teraesvirta's tests for neglected non-linearity
(also for the regression case). From the INDEX file:
NelPlo Nelson-Plosser Macroeconomic Time Series
adf.test Augmented Dickey-Fuller Test
amif Auto Mutual Information Function
bds.test BD...