Higher-order approximations for testing neglected nonlinearity

DOI10.1162/NECO_A_00225zbMATH Open1437.62359DBLPjournals/neco/WhiteC12OpenAlexW2123285054WikidataQ46464830 ScholiaQ46464830MaRDI QIDQ2885091FDOQ2885091

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

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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)

Cites Work

• Testing for Regime Switching
• Title not available (Why is that?)
• Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
• Title not available (Why is that?)
• Testing linearity against smooth transition autoregressive models
• Tensor notation and cumulants of polynomials
• Revisiting tests for neglected nonlinearity using artificial neural networks

Cited In (9)

• Testing for neglected nonlinearity using extreme learning machines
• Revisiting tests for neglected nonlinearity using artificial neural networks
• Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
• Testing for the effects of omitted power transformations
• Testing nonnested Euler conditions with quadrature-based methods of approximation
• 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
• A radial basis function artificial neural network test for neglected nonlinearity

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