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Please use this identifier to cite or link to this item: http://hdl.handle.net/10553/49195
DC FieldValueLanguage
dc.contributor.authorFernández-Rodríguez, Fernandoen_US
dc.contributor.authorSosvilla Rivero,Simón Javieren_US
dc.date.accessioned2018-11-24T05:04:14Z-
dc.date.available2018-11-24T05:04:14Z-
dc.date.issued1998en_US
dc.identifier.issn0165-1765en_US
dc.identifier.urihttp://hdl.handle.net/10553/49195-
dc.description.abstractThis paper proposes a procedure, based on nearest-neighbour predictors, for testing the existence of nonlinear forecastable dependencies in time series. An empirical application to EMS exchange rates illustrates the performance of the test.en_US
dc.languageengen_US
dc.relation.ispartofEconomics Lettersen_US
dc.sourceEconomics Letters[ISSN 0165-1765],v. 59, p. 49-63en_US
dc.subject5302 Econometríaen_US
dc.titleTesting nonlinear forecastability in time series: Theory and evidence from the EMSen_US
dc.typeinfo:eu-repo/semantics/Articleen_US
dc.typeArticleen_US
dc.identifier.scopus0040687544-
dc.identifier.isi000073426300008-
dc.contributor.authorscopusid6603053452-
dc.contributor.authorscopusid6701863324-
dc.description.lastpage63en_US
dc.description.firstpage49en_US
dc.relation.volume59en_US
dc.investigacionCiencias Sociales y Jurídicasen_US
dc.type2Artículoen_US
dc.contributor.daisngid1514720-
dc.contributor.daisngid514725-
dc.description.numberofpages15en_US
dc.utils.revisionSíen_US
dc.contributor.wosstandardWOS:Fernandez-Rodriguez, F-
dc.contributor.wosstandardWOS:Sosvilla-Rivero, S-
dc.date.coverdateAbril 1998en_US
dc.identifier.ulpgcSíen_US
dc.contributor.buulpgcBU-ECOen_US
dc.description.jcr0,213-
dc.description.jcrqQ4-
dc.description.ssciSSCI-
dc.description.erihplusERIH PLUS-
item.grantfulltextnone-
item.fulltextSin texto completo-
crisitem.author.deptGIR Finanzas Cuantitativas y Computacionales-
crisitem.author.orcid0000-0002-8808-9286-
crisitem.author.parentorgDepartamento de Métodos Cuantitativos en Economía y Gestión-
crisitem.author.fullNameFernández Rodríguez,Fernando Emilio-
crisitem.author.fullNameSosvilla Rivero,Simón Javier-
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