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

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Author Info
Dahl, Christian M.
Gonzalez-Rivera, Gloria

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File URL: http://www.sciencedirect.com/science/article/B6VC0-473FWC2-1/2/95a30a23df37fbedf6d17141bd0773cf
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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 114 (2003)
Issue (Month): 1 (May)
Pages: 141-164
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Handle: RePEc:eee:econom:v:114:y:2003:i:1:p:141-164

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Web page: http://www.elsevier.com/locate/jeconom

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  4. D. Bond & M.J. Harrision & E.J. O, Brien, 2005. "Investigating Nonlinearity: A Note on the Estimation of Hamilton’s Random Field Regression Model," Trinity Economics Papers tep4, Trinity College Dublin, Department of Economics. [Downloadable!]
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  11. Bond, Derek & Harrison, Michael J & Hession, Niall & O’Brien, Edward J., 2006. "Some Empirical Observations on the Forward Exchange Rate Anomaly," Research Technical Papers 3/RT/06, Central Bank & Financial Services Authority of Ireland (CBFSAI). [Downloadable!]
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  18. Gloria González-Rivera & Tae-Hwy Lee, 2007. "Nonlinear Time Series in Financial Forecasting," Working Papers 200803, University of California at Riverside, Department of Economics, revised Feb 2008. [Downloadable!]
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