Package for nonlinearity test of nuivariate and multivariate time series

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  • License: MIT
  • Author: Shapour Mohammadi
  • Tags python, Linearity Tests, Ramsey Linearity Test, Keenan Test, Tsay Test, Terasvirta, Lin and Granger Test, Lee, White and Granger Test
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readme.md

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  • License: MIT
  • Author: Shapour Mohammadi
  • Tags python, Linearity Tests, Ramsey Linearity Test, Keenan Test, Tsay Test, Terasvirta, Lin and Granger Test, Lee, White and Granger Test
Classifiers

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