An investigation of tests for linearity and the accuracy of likelihood based inference using random fields

DOI10.1111/1368-423X.00084zbMATH Open1039.62091MaRDI QIDQ4416009FDOQ4416009

Authors: Christian M. Dahl 

Publication date: 7 August 2003

Published in: Econometrics Journal (Search for Journal in Brave)

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zbMATH Keywords

powersizespline smootherstests for linearityconvergence in small samples

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Random fields; image analysis (62M40) Monte Carlo methods (65C05)

Cites Work

• Time series analysis by state space methods
• Title not available (Why is that?)
• Nonparametric regression using Bayesian variable selection
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• Statistics for spatial data
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• Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests
• Title not available (Why is that?)
• Threshold models in non-linear time series analysis
• Title not available (Why is that?)
• Potential problems in estimating bilinear time-series models

Cited In (5)

• What is an oil shock?
• Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks
• Investigating Nonlinearity: A Note on the Estimation of Hamilton's Random Field Regression Model
• On the Performance of Popular Unit-Root Tests Against Various Nonlinear Dynamic Models: A Simulation Study
• Testing for neglected nonlinearity in regression models based on the theory of random fields

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