An investigation of tests for linearity and the accuracy of likelihood based inference using random fields
Author:
Affiliation:
1. Department of Economics, Purdue University, 1310 Krannert Building, West Lafayette, IN 47907, USA. E‐mail:dahlc@mgmt.purdue.edu
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics
Link
http://academic.oup.com/ectj/article-pdf/5/2/263/25963120/ectj0263.pdf
Reference39 articles.
1. A diagnostic test for nonlinear serial dependence in time series fitting errors;Ashley;Journal of Time Series Analysis,1986
2. Inference and Asymptotics
3. Potential problems in estimating bilinear time‐series models;Brunner;Journal of Economic Dynamics and Control,1995
4. On tests for nonlinearity in time series models;Chan;Journal of Forecasting,1986
5. On the problem of permissible covariance and variogram models;Christakos;Water Resources Research,1984
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