Testing for Neglected Nonlinearity in Time Series Models: A Comparison of Neural Network Methods and Alternative Tests
Tae‐Hwy Lee, Halbert White, Clive W. J. Granger · Edward Elgar Publishing eBooks · 1998
Halbert White has made a major contribution to key areas of econometrics including specification analysis, specification testing, encompassing and Cox tests, and model selection. This book presents his most important published work supplemented with new material setting his work in context.