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