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Is non-linearity a permanent feature?

April 26, 2017feature non-linearity PERMANENT

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Is non-linearity a permanent feature?

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Author InfoDavid G. McMillan Abstract Using recursive and rolling estimation evidence is reported that STAR non-linearity is ever present within the DJIA. Further, the parameters of interest exhibit some temporal dependence. These results suggest that non-linearity is a regular feature of the data that should be modelled and used in forecasting, although variation in parameter values may need to be incorporated. Download InfoTo download: If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.