Testing for the effects of omitted power transformations

DOI10.1016/J.ECONLET.2012.05.029MaRDI QIDQ1925902zbMATH OpenOpenAlexFDO

Authors Jin Seo Cho, Isao Ishida

Publication date 27 December 2012

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2012.05.029

zbMATH Keywords

quasi-likelihood ratio testtwofold identification

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3990600 (Why is no real title available?)
• scientific article; zbMATH DE number 3251902 (Why is no real title available?)
• Higher-order approximations for testing neglected nonlinearity
• Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative
• Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
• On the Comparative Anatomy of Transformations
• Revisiting tests for neglected nonlinearity using artificial neural networks

Cited in

(5)

• Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
• Testing linearity using power transforms of regressors
• Directionally differentiable econometric models
• scientific article; zbMATH DE number 3969927 (Why is no real title available?)
• Testing for neglected nonlinearity using extreme learning machines

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