A low-dimension portmanteau test for non-linearity

Journal of Econometrics

Volumn 158, Issue 2, 2010, Pages 231-245

  Castle, Jennifer L ^a   Hendry, David F ^a  

^a UNIVERSITY OF OXFORD   (United Kingdom)

Author keywords

Collinearity; Functional form; Non linearity; Portmanteau test; Principal components

Indexed keywords

COLLINEARITY; FUNCTIONAL FORM; NON-LINEARITY; PORTMANTEAU TEST; PRINCIPAL COMPONENTS;

EXPONENTIAL FUNCTIONS; LINEARIZATION;

TESTING;

EID: 78649867739     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2010.01.006     Document Type: Article

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