Test for linearity against STAR models with deterministic trends

DOI10.1016/J.ECONLET.2011.11.018zbMath1242.91166OpenAlexW2069043147MaRDI QIDQ433703

Lingxiang Zhang

Publication date: 6 July 2012

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2011.11.018

zbMATH Keywords

linearitySTARdeterministic trend

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Related Items (2)

On tests for linearity against STAR models with deterministic trends ⋮ Linearity tests and stochastic trend under the STAR framework

Cites Work

• SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS
• Efficient Tests for an Autoregressive Unit Root
• Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models
• Modelling Nonlinear Economic Time Series

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