A low-dimension portmanteau test for non-linearity (Q736672)

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English	A low-dimension portmanteau test for non-linearity	scientific article

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scholarly article

A low-dimension portmanteau test for non-linearity (English)

Jennifer L. Castle

David F. Hendry

Journal of Econometrics

publication date

4 August 2016

full work available at URL

https://ora.ox.ac.uk/objects/uuid:b870102f-f1d0-43bd-ac1a-97854da831fc

zbMATH Keywords

functional form

portmanteau test

non-linearity

principal components

collinearity

describes a project that uses

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MaRDI publication profile

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Mathematics(1 entry)

mardi Publication:736672

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