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

Journal of Econometrics

Volumn 114, Issue 1, 2003, Pages 141-164

  Dahl, Christian M ^a   González Rivera, Gloria ^b  

^a PURDUE UNIVERSITY   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Flexible regression; Neglected nonlinearity; Random field

Indexed keywords

APPROXIMATION THEORY; COMPUTER SIMULATION; ECONOMICS; FUNCTION EVALUATION; LAGRANGE MULTIPLIERS; MATHEMATICAL MODELS; MONTE CARLO METHODS; NONLINEAR EQUATIONS; PARAMETER ESTIMATION; RANDOM PROCESSES; REGRESSION ANALYSIS; VARIATIONAL TECHNIQUES;

AUTOREGRESSIVE (AR) ANALYSIS; COVARIANCE ANALYSIS; ECONOMETRICS;

STATISTICAL TESTS;

EID: 0346724421     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(02)00222-1     Document Type: Article

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