A Kernel Test for Neglected Nonlinearity

DOI10.2202/1558-3708.1016MaRDI QIDQ3368194zbMATH OpenOpenAlexFDO

Authors Ralph A. Bradley, Robert McClelland

Publication date 27 January 2006

Published in Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/32fa2d30eb219785445690fff99c8069a0776730

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Applications of statistics to economics (62P20)

Recommendations

• Neural Network Test and Nonparametric Kernel Test for Neglected Nonlinearity in Regression Models
• Nonparametric bootstrap tests for neglected nonlinearity in time series regression models^∗
• Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests
• A low-dimension portmanteau test for non-linearity
• Testing for neglected nonlinearity using extreme learning machines

Cited in

(5)

• Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests
• Testing for neglected nonlinearity in regression models based on the theory of random fields
• Testing for neglected nonlinearity using extreme learning machines
• Neural Network Test and Nonparametric Kernel Test for Neglected Nonlinearity in Regression Models
• Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks

This page was built for publication: A Kernel Test for Neglected Nonlinearity

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3368194)