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Detecting and modeling nonlinearity in the gas furnace data

Author

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  • Houston Stokes

    ()

  • Melvin Hinich

    ()

Abstract

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Suggested Citation

  • Houston Stokes & Melvin Hinich, 2011. "Detecting and modeling nonlinearity in the gas furnace data," Computational Statistics, Springer, vol. 26(1), pages 77-93, March.
    • Handle: RePEc:spr:compst:v:26:y:2011:i:1:p:77-93
    DOI: 10.1007/s00180-010-0211-7
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    File URL: http://hdl.handle.net/10.1007/s00180-010-0211-7
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    References listed on IDEAS

    as
    1. Hinich, Melvin J & Patterson, Douglas M, 1985. "Evidence of Nonlinearity in Daily Stock Returns," Journal of Business & Economic Statistics, American Statistical Association, vol. 3(1), pages 69-77, January.
    2. Hinich Melvin J & Mendes Eduardo M & Stone Lewi, 2005. "Detecting Nonlinearity in Time Series: Surrogate and Bootstrap Approaches," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 9(4), pages 1-15, December.
    Full references (including those not matched with items on IDEAS)

    More about this item

    Keywords

    Bispectrum; VAR; Nonlinear; Episodic nonlinearity; Gaussian; Skewness function; MARS; L1 estimation; MINIMAX estimation; Leverage plot; ACE; GAM; Projection pursuit;

    JEL classification:

    • L1 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance

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