Volume 21 Issue 4 (October-December 2005)

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Nonlinearities, Business Cycles and Forecasting
edited by Antonio Garcia-Ferrer, Jan G. De Gooijer, Pilar Poncela, Esther Ruiz

On model selection criteria as a starting point for sequential detection of non-linearity

Bos, C.S. , Justel, A.
Pages 749-754
FULL TEXT LINK
http://dx.doi.org/10.1016/j.ijforecast.2005.04.007
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