Sequentially testing polynomial model hypotheses using power transforms of regressors
We provide a methodology for testing a polynomial model hypothesis by generalizing the approach and results of Baek, Cho, and Phillips (Journal of Econometrics, 2015, 187, 376–384; BCP), which test for neglected nonlinearity using power transforms of regressors against arbitrary nonlinearity. We use...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2018
|
| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/2369 https://ink.library.smu.edu.sg/context/soe_research/article/3368/viewcontent/Sequentially_Testing_PMH_2016_sv.pdf |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Singapore Management University |
| Language: | English |