Testing for neglected nonlinearity in regression models based on the theory of random fields

DOI10.1016/S0304-4076(02)00222-1zbMath1026.62087MaRDI QIDQ1871563

Gloria González-Rivera, Christian M. Dahl

Publication date: 4 May 2003

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

random fieldneglected nonlinearityflexible regression

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Random fields; image analysis (62M40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Hypothesis testing in multivariate analysis (62H15)

Related Items (5)

Non-linearity tests based on order statistics and quantile regressions ⋮ Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks ⋮ Bayesian nonparametric vector autoregressive models ⋮ Robustness checks and robustness tests in applied economics ⋮ On the Performance of Popular Unit-Root Tests Against Various Nonlinear Dynamic Models: A Simulation Study

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Threshold models in non-linear time series analysis
• Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests
• Correlation theory of stationary and related random functions. Volume II: Supplementary notes and references
• Korrelationstheorie der stationären stochastischen Prozesse
• Lectures on Fourier Integrals. (AM-42)
• A Tukey nonadditivity-type test for time series nonlinearity
• A DIAGNOSTIC TEST FOR NONLINEAR SERIAL DEPENDENCE IN TIME SERIES FITTING ERRORS
• Nonlinearity tests for time series
• Testing linearity against smooth transition autoregressive models
• Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model
• The intrinsic random functions and their applications
• A Parametric Approach to Flexible Nonlinear Inference
• Notation in econometrics: a proposal for a standard
• Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models
• Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
• On positive definiteness of some functions

This page was built for publication: Testing for neglected nonlinearity in regression models based on the theory of random fields