Test for linearity against STAR models with deterministic trends

DOI10.1016/J.ECONLET.2011.11.018MaRDI QIDQ433703zbMATH OpenOpenAlexFDO

Authors 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

zbMATH Keywords

STARlinearitydeterministic trend

Mathematics Subject Classification ID

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

Recommendations

• On tests for linearity against STAR models with deterministic trends
• Linearity tests and stochastic trend under the STAR framework
• Tests for linearity in star models: SupWald and LM-type tests
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Cites work

• Efficient Tests for an Autoregressive Unit Root
• Modelling Nonlinear Economic Time Series
• SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS
• Specification, estimation, and evaluation of smooth transition autoregressive models

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
• scientific article; zbMATH DE number 1805837 (Why is no real title available?)

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