Testing for co-nonlinearity

DOI10.1515/snde-2013-0092zbMath1506.62366OpenAlexW2106539846MaRDI QIDQ2687873

Håvard Hungnes

Publication date: 7 March 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2013-0092

zbMATH Keywords

nonlinearityreduced-rank regressioncommon features

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Economic time series analysis (91B84)

Cites Work

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• Modelling Nonlinear Economic Time Series
• Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions

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