Sequentially testing polynomial model hypotheses using power transforms of regressors

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...

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書目詳細資料
Main Authors:	CHO, Jin Seo, PHILLIPS, Peter C. B.
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2018
主題:	QLR test Asymptotic null distribution Misspeciﬁcation Mincer equation Nonlinearity Polynomial model Power Gaussian process Sequential testing Econometrics
在線閱讀:	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
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Singapore Management University
語言:	English

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