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Reconstructing nonlinear structure in regression residuals
Authors:Michael McCullough  Thomas L Marsh  Ron C Mittelhammer
Affiliation:1. Agribusiness Department, California Polytechnic State University, San Luis Obispo, CA 93407, USA;2. School of Economic Sciences, Washington State University, Pullman, WA, USA
Abstract:
Keywords:phase space reconstruction  recurrence quantification analysis  hops exports  information and entropy economics  residual diagnostics
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