Testing for Non-Linear Dependence in Univariate Time Series: An Empirical Investigation of the Austrian Unemployment Rate
In recent years interest has been growing in testing for stochastic non-linearity in macroeconomic time series. There are several inference procedures available. But not much is known about their behaviour on real world small-sized settings. This paper surveys some of these tests. Their performan...
| Main Authors: | , |
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| Format: | Others |
| Language: | en |
| Published: |
WU Vienna University of Economics and Business
2001
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| Online Access: | http://epub.wu.ac.at/4233/1/WGI_DP_8001.pdf |