Testing linearity using power transforms of regressors
type: Item
instance of: scholarly article
title: Testing linearity using power transforms of regressors
zbMATH Open document ID: 1337.62149
author: Yae In Baek
author: Jin Seo Cho
author: Peter C. B. Phillips
published in: Journal of Econometrics
publication date: 2015-09-01T00:00:00Z
full work available at URL: https://ink.library.smu.edu.sg/soe_research/2168
Mathematics Subject Classification ID: 62J02
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6477256
zbMATH Keywords: Box-Cox transform
zbMATH Keywords: Gaussian stochastic process
zbMATH Keywords: neglected nonlinearity
zbMATH Keywords: power transformation
zbMATH Keywords: quasi-likelihood ratio test
zbMATH Keywords: trend exponent
zbMATH Keywords: trifold identification problem
MaRDI profile type: Publication
OpenAlex ID: W3123296663
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DOI: 10.1016/J.JECONOM.2015.03.041
description: scientific article; zbMATH DE number 6477256