A low-dimension portmanteau test for non-linearity
type: Item
instance of: scholarly article
title: A low-dimension portmanteau test for non-linearity
zbMATH Open document ID: 1431.62346
author: Jennifer L. Castle
author: David F. Hendry
published in: Journal of Econometrics
publication date: 2016-08-04T00:00:00Z
Mathematics Subject Classification ID: 62M07
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6609301
zbMATH Keywords: functional form
zbMATH Keywords: portmanteau test
zbMATH Keywords: non-linearity
zbMATH Keywords: principal components
zbMATH Keywords: collinearity
describes a project that uses: Ox
MaRDI profile type: Publication
OpenAlex ID: W2155507209
Wikidata QID: Q30040003
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DOI: 10.1016/J.JECONOM.2010.01.006
description: scientific article; zbMATH DE number 6609301