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A note on spurious nonlinear regression

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Publication:1934885
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DOI10.1016/j.econlet.2008.02.031zbMath1255.62190OpenAlexW3125502533MaRDI QIDQ1934885

Edward J. O'Brien

Publication date: 29 January 2013

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2008.02.031


zbMATH Keywords

nonlinearity tests


Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03) General nonlinear regression (62J02)




Cites Work

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  • Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests
  • On the invertibility of time series models
  • Spurious nonlinear regressions in econometrics
  • The log of the determinant of the autocorrelation matrix for testing goodness of fit in time series
  • DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS
  • Power Properties of Nonlinearity Tests for Time Series with Markov Regimes
  • A Tukey nonadditivity-type test for time series nonlinearity
  • Nonlinearity tests for time series
  • A test for independence based on the correlation dimension
  • A Parametric Approach to Flexible Nonlinear Inference
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