Testing for neglected nonlinearity in regression models based on the theory of random fields.

Within a flexible regression model (J.D. Hamilton, Econometrica 69 (3) (2001) 537) we offer a battery of new Lagrange multiplier statistics that circumvent the problem of unidentified nuisance parameters under the null hypothesis of linearity and that are robust to the specification of the covarianc...

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Publicado en:	Journal of Econometrics Vol. 114; no. 1; pp. 141 - 165
Autores principales:	Dahl, Christian M., González-Rivera, Gloria
Formato:	Artículo
Publicado:	Elsevier Science May 2003
Materias:	Statistical hypothesis testing Regression analysis Nonlinear theories Lagrange multiplier
Acceso en línea:	Ver este registro en EBSCOhost