Comprehensively testing linearity hypothesis using the smooth transition autoregressive model

Cites Work

Thresholds and Smooth Transitions in Vector Autoregressive Models
Title not available (Why is that?)
Modelling Nonlinear Economic Time Series
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CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE
Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative
Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models
Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
Statistical analysis of cointegration vectors
Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
Testing linearity against smooth transition autoregressive models
Invariance principles for absolutely regular empirical processes
Title not available (Why is that?)
Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS
ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS
GMM estimation and uniform subvector inference with possible identification failure
Robust inference in nonlinear models with mixed identification strength
Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model
Testing for the effects of omitted power transformations
Higher-order approximations for testing neglected nonlinearity
Revisiting Tests for Neglected Nonlinearity Using Artificial Neural Networks
Testing linearity using power transforms of regressors
Estimating the transition between two intersecting straight lines
Multivariate star analysis of money-output relationship
Score based goodness-of-fit tests for time series
Fiscal policy in good and bad times
DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS

Cited In (2)

Testing for smooth transition nonlinearity in partially nonstationary vector autoregressions
A Portmanteau Test for Smooth Transition Autoregressive Models

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