Testing linearity using power transforms of regressors
Year of publication: |
July 2015
|
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Authors: | Baek, Yae In ; Cho, Jin Seo ; Phillips, Peter C. B. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 187.2015, 1, p. 376-384
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Subject: | Box-Cox transform | Gaussian stochastic process | Neglected nonlinearity | Power transformation | Quasi-likelihood ratio test | Trend exponent | Trifold identification problem | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process | Statistischer Test | Statistical test |
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