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Testing Linearity Using Power Transforms of Regressors

BAEK, YAE IN; Cho, Jin Seo; PHILLIPS, PETER C.B. - Economic Research Institute, College of Business and … - 2015

We develop a method of testing linearity using power transforms of regressors, allowing for stationary processes and time trends. The linear model is a simplifying hypothesis that derives from the power transform model in three different ways, each producing its own identification problem. We...

Persistent link: https://www.econbiz.de/10011273268

Testing Linearity Using Power Transforms of Regressors

Baek, Yae In; Cho, Jin Seo; Phillips, Peter C.B. - Cowles Foundation for Research in Economics, Yale University - 2013

Persistent link: https://www.econbiz.de/10010895656

Simple procedures for testing autoregressive versus moving average errors in regression models

McKenzie, Colin; McAleer, Michael; Gill, Len - 1990 - Rev

Persistent link: https://www.econbiz.de/10000799442

Simple procedures for testing autoregressive versus moving average errors in regression models

MacKenzie, Colin R.; McAleer, Michael; Gill, Len - 1990

Persistent link: https://www.econbiz.de/10000129167

A unified approach to testing for stationarity and unit roots

Harvey, Andrew C. - In: Identification and inference for econometric models : …, (pp. 403-425). 2005

Persistent link: https://www.econbiz.de/10003352588

Nonparametric transition-based tests for jump diffusions

Aït-Sahalia, Yacine; Fan, Jianqing; Peng, Heng - In: Journal of the American Statistical Association : JASA 104 (2009) 487, pp. 1102-1116

Persistent link: https://www.econbiz.de/10003902802

Test for randomness of the technology parameter in a stochastic frontier regression model

Ramanathan, T. V.; Ghadge, Chanchala - In: Statistical methods & applications : SMA ; journal of … 19 (2010) 3, pp. 319-331

Persistent link: https://www.econbiz.de/10008649265

A parametric approach o stochastic dominance : the lognormal case

Kroll, Yoram; Levy, Haim - In: Management science : journal of the Institute for … 32 (1986) 3, pp. 283-288

Persistent link: https://www.econbiz.de/10003609706

A test for strict stationarity

Lima, Luiz Renato; Néri, Breno de Andrade Pinheiro - In: Uncertainty analysis in econometrics with applications …, (pp. 17-30). 2013

Persistent link: https://www.econbiz.de/10009711170

Nonparametric correlation integral-based tests for linear and nonlinear stochastic processes

Matilla-García, Mariano; Ruiz Marín, Manuel; Dore, … - In: Decisions in economics and finance : DEF ; a journal of … 37 (2014) 1, pp. 181-193

Persistent link: https://www.econbiz.de/10010340239

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