Testing for neglected nonlinearity in time series models : A comparison of neural network methods and alternative tests
AbstractRegRESET is a regression post-processor which performs Ramsey's RESET test. Use this after running a linear regression to test the specification of that regression. Ramsey(1969): "Tests for specification errors in classical Least-Squares Regression Analysis," JRSS-B, vol 32, 350-371. Lee, White and Granger(1992), "Testing for Neglected Non-linearities in Time Series Models," J. of Econometrics, vol 56, 269-290.
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 56 (1993)
Issue (Month): 3 (April)
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Web page: http://www.elsevier.com/locate/jeconom
Other versions of this item:
- Tom Doan, . "REGWHITENNTEST: RATS procedure to perform White neural network test on regression," Statistical Software Components RTS00183, Boston College Department of Economics.
- Tom Doan, . "REGRESET: RATS procedure to perform Ramsey RESET test on regression," Statistical Software Components RTS00181, Boston College Department of Economics.
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