Higher-Order Approximations for Testing Neglected Nonlinearity

DOI10.1162/NECO_a_00225zbMath1437.62359OpenAlexW2123285054WikidataQ46464830 ScholiaQ46464830MaRDI QIDQ2885091

Jin Seo Cho, Halbert White

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

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

Related Items (5)

TESTING FOR NEGLECTED NONLINEARITY USING EXTREME LEARNING MACHINES ⋮ Testing for the effects of omitted power transformations ⋮ DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS ⋮ Testing linearity using power transforms of regressors ⋮ Comprehensively testing linearity hypothesis using the smooth transition autoregressive model

Cites Work

• Revisiting Tests for Neglected Nonlinearity Using Artificial Neural Networks
• Tensor notation and cumulants of polynomials
• Testing linearity against smooth transition autoregressive models
• Testing for Regime Switching
• Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
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