Testing for neglected nonlinearity in regression models based on the theory of random fields
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 114 (2003)
Issue (Month): 1 (May)
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Web page: http://www.elsevier.com/locate/jeconom
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- Tom Doan, . "REGWHITENNTEST: RATS procedure to perform White neural network test on regression," Statistical Software Components RTS00183, Boston College Department of Economics.
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- Hamilton, James D., 1999.
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- Hamilton, James D, 2001. "A Parametric Approach to Flexible Nonlinear Inference," Econometrica, Econometric Society, vol. 69(3), pages 537-73, May.
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