Test for linearity against STAR models with deterministic trends

DOI10.1016/J.ECONLET.2011.11.018zbMATH Open1242.91166OpenAlexW2069043147MaRDI QIDQ433703FDOQ433703

Lingxiang Zhang

Publication date: 6 July 2012

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2011.11.018

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• On tests for linearity against STAR models with deterministic trends
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zbMATH Keywords

STARlinearitydeterministic trend

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Cites Work

• Modelling Nonlinear Economic Time Series
• Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models
• Efficient Tests for an Autoregressive Unit Root
• SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS

Cited In (5)

• Tests for linearity in star models: SupWald and LM-type tests
• Linearity tests and stochastic trend under the STAR framework
• On tests for linearity against STAR models with deterministic trends
• Linearity tests and stationarity
• Title not available (Why is that?)

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