16 | Flexible Time Series Analysis |
16.1 | Nonlinear Autoregressive Models of Order One |
16.2 | Nonlinear Autoregressive Models of Higher Order |
16.2.1 | Estimation of the Conditional Mean |
16.2.2 | Bandwidth and Lag Selection |
16.2.3 | Plotting and Diagnostics |
16.2.4 | Estimation of the Conditional Volatility |
Bibliography |