Testing for the effects of omitted power transformations

DOI10.1016/j.econlet.2012.05.029zbMath1255.62344OpenAlexW2112573796MaRDI QIDQ1925902

Jin Seo Cho, Isao Ishida

Publication date: 27 December 2012

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2012.05.029

zbMATH Keywords

quasi-likelihood ratio testtwofold identification

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10)

Related Items (4)

TESTING FOR NEGLECTED NONLINEARITY USING EXTREME LEARNING MACHINES ⋮ DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS ⋮ Testing linearity using power transforms of regressors ⋮ Comprehensively testing linearity hypothesis using the smooth transition autoregressive model

Cites Work

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• Higher-Order Approximations for Testing Neglected Nonlinearity
• Revisiting Tests for Neglected Nonlinearity Using Artificial Neural Networks
• On the Comparative Anatomy of Transformations
• Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative
• Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis

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