On the Predictive Content of Nonlinear Transformations of Lagged Autoregression Residuals and Time Series Observations Anja Rossen

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Date: 2014-11-27 09:28:54 Statistical models Data analysis Forecasting Statistical forecasting Autoregressive–moving-average model Linear model Time series Regression analysis Autoregressive conditional heteroskedasticity Statistics Time series analysis Econometrics		On the Predictive Content of Nonlinear Transformations of Lagged Autoregression Residuals and Time Series Observations Anja Rossen Add to Reading List Source URL: www.hwwi.org Download Document from Source Website File Size: 814,46 KB Share Document on Facebook

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