Detecting and modeling nonlinearity in the gas furnace data
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DOI: 10.1007/s00180-010-0211-7
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Keywords
Bispectrum; VAR; Nonlinear; Episodic nonlinearity; Gaussian; Skewness function; MARS; L1 estimation; MINIMAX estimation; Leverage plot; ACE; GAM; Projection pursuit;All these keywords.
JEL classification:
- L1 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance
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