An investigation of tests for linearity and the accuracy of likelihood based inference using random fields

DOI10.1111/1368-423X.00084zbMath1039.62091MaRDI QIDQ4416009

Christian M. Dahl

Publication date: 7 August 2003

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

zbMATH Keywords

powersizespline smootherstests for linearityconvergence in small samples

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)

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Cites Work

• Threshold models in non-linear time series analysis
• Nonparametric regression using Bayesian variable selection
• Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests
• Potential problems in estimating bilinear time-series models
• Statistics for Spatial Data
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