Neural Network Test and Nonparametric Kernel Test for Neglected Nonlinearity in Regression Models
نویسندگان
چکیده
منابع مشابه
Nonparametric Bootstrap Tests for Neglected Nonlinearity in Time Series Regression Models∗
Various nonparametric kernel regression estimators are presented, based on which we consider two nonparametric tests for neglected nonlinearity in time series regression models. One of them is the goodness-of-fit test of Cai, Fan, and Yao (2000) and another is the nonparametric conditional moment test by Li and Wang (1998) and Zheng (1996). Bootstrap procedures are used for these tests and thei...
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ژورنال
عنوان ژورنال: Studies in Nonlinear Dynamics and Econometrics
سال: 2000
ISSN: 0000-0000,1081-1826
DOI: 10.1162/108118200753392109