Higher-order approximations for testing neglected nonlinearity

DOI10.1162/NECO_A_00225MaRDI QIDQ2885091zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Halbert White, Jin Seo Cho

Publication date 21 May 2012

Published in Neural Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1162/neco_a_00225

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Asymptotic distribution theory in statistics (62E20) Neural nets and related approaches to inference from stochastic processes (62M45)

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Cites work

• scientific article; zbMATH DE number 45789 (Why is no real title available?)
• scientific article; zbMATH DE number 3103824 (Why is no real title available?)
• Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
• Revisiting tests for neglected nonlinearity using artificial neural networks
• Tensor notation and cumulants of polynomials
• Testing for Regime Switching
• Testing linearity against smooth transition autoregressive models

Cited in

(9)

• A radial basis function artificial neural network test for neglected nonlinearity
• Testing for neglected nonlinearity using extreme learning machines
• Revisiting tests for neglected nonlinearity using artificial neural networks
• Testing nonnested Euler conditions with quadrature-based methods of approximation
• Testing for the effects of omitted power transformations
• Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
• Directionally differentiable econometric models
• Testing linearity using power transforms of regressors
• Testing for neglected nonlinearity using artificial neural networks with many randomized hidden unit activations

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