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Regression analysis
Estimation theory
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Gaussian stochastic process
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Neglected nonlinearity
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Power transformation
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Quasi-likelihood ratio test
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Schätztheorie
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Trend exponent
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Trifold identification problem
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Regressionsanalyse
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Box-Cox transform
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Parameter instability
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Stochastic process
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Baek, Yae In
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Cho, Jin Seo
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Phillips, Peter C. B.
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Cowles Foundation discussion paper
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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Estimation of a structural break point in linear regression models
Baek, Yae In
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 95-108
Persistent link: https://www.econbiz.de/10014449831
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Testing linearity using power transforms of regressors
Baek, Yae In
;
Cho, Jin Seo
;
Phillips, Peter C. B.
-
2013
Persistent link: https://www.econbiz.de/10010190197
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