Automatic selection for non-linear models

Our strategy for automatic selection in potentially non-linear processes is: test for non-linearity in the unrestricted linear formulation; if that test rejects, specify a general model using polynomials, to be simplified to a minimal congruent representation; finally select by encompassing tests of...

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Bibliographic Details
Main Authors: Castle, JL, Hendry, DF
Other Authors: Wang, L
Format: Book section
Language:English
Published: Springer 2011