Testing for the effects of omitted power transformations

DOI10.1016/J.ECONLET.2012.05.029zbMATH Open1255.62344OpenAlexW2112573796MaRDI QIDQ1925902FDOQ1925902

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

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zbMATH Keywords

quasi-likelihood ratio testtwofold identification

Mathematics Subject Classification ID

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

Cites Work

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• Title not available (Why is that?)
• Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative
• Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
• Higher-order approximations for testing neglected nonlinearity
• Revisiting tests for neglected nonlinearity using artificial neural networks
• On the Comparative Anatomy of Transformations

Cited In (5)

• Testing for neglected nonlinearity using extreme learning machines
• Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
• Directionally differentiable econometric models
• Testing linearity using power transforms of regressors
• Title not available (Why is that?)

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