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Genetically evolved models and normality of their fitted residuals

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  • Kaboudan, M. A.

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  • Kaboudan, M. A., 2001. "Genetically evolved models and normality of their fitted residuals," Journal of Economic Dynamics and Control, Elsevier, vol. 25(11), pages 1719-1749, November.
    • Handle: RePEc:eee:dyncon:v:25:y:2001:i:11:p:1719-1749
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    1. Breusch, T S, 1978. "Testing for Autocorrelation in Dynamic Linear Models," Australian Economic Papers, Wiley Blackwell, vol. 17(31), pages 334-355, December.
    2. M. M. Gabr & T. Subba Rao, 1981. "The Estimation And Prediction Of Subset Bilinear Time Series Models With Applications," Journal of Time Series Analysis, Wiley Blackwell, vol. 2(3), pages 155-171, May.
    3. T. Ozaki, 1982. "The Statistical Analysis Of Perturbed Limit Cycle Processes Using Nonlinear Time Series Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 3(1), pages 29-41, January.
    4. Liu, T & Granger, C W J & Heller, W P, 1992. "Using the Correlation Exponent to Decide whether an Economic Series is Chaotic," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 7(S), pages 25-39, Suppl. De.
    5. Hsieh, David A, 1989. "Testing for Nonlinear Dependence in Daily Foreign Exchange Rates," The Journal of Business, University of Chicago Press, vol. 62(3), pages 339-368, July.
    6. Durbin, J, 1970. "Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables," Econometrica, Econometric Society, vol. 38(3), pages 410-421, May.
    7. Godfrey, Leslie G, 1978. "Testing against General Autoregressive and Moving Average Error Models When the Regressors Include Lagged Dependent Variables," Econometrica, Econometric Society, vol. 46(6), pages 1293-1301, November.
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    Cited by:

    1. Wagner Neal F & Thompson Mark A, 2009. "Forecasting the Periodic Net Discount Rate with Genetic Programming," Journal of Business Valuation and Economic Loss Analysis, De Gruyter, vol. 4(1), pages 1-15, October.

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