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An Investigation of Tests for Linearity and the Accuracy of Flexible Nonlinear Inference

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Author Info
Christian M. Dahl () (Department of Economics, University of Aarhus, Denmark)

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Abstract

A new approach recently suggested by Hamilton for flexible parametric inference in nonlinear models is examined through simulation studies. Hamilton suggests a new test for neglected nonlinearity and we compare it with the neural network test, Tsay's test, White's dynamic misspecification test, Ramsey's Reset test, the so-called V23 test, and the nonparametric BDS test. With respect to size and power properties, the results on the relative performance of Hamilton's test are very encouraging. In particular, we find that against almost all the nonlinear alternatives where the size and power properties of the popular neural network test are good the size and power properties of Hamilton's new test are even better. Secondly, we examine the convergence properties of Hamilton's estimator of the conditional mean function. Our finding suggest that in the case of a true linear relationship, the costs of using the flexible nonlinear approach in terms of efficiency and speed of convergence are minor. We also show that for many nonlinear models the percentage improvement in fit relative to the linear least squared estimator can be substantial. Finally, we present evidence showing that in finite samples the flexible regression approach suggested by Hamilton clearly outperforms the neural network regression approach in terms of accuracy.

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Paper provided by School of Economics and Management, University of Aarhus in its series Economics Working Papers with number 1999-8.

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Handle: RePEc:aah:aarhec:1999-8

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Related research
Keywords: Flexible nonlinear inference tests for linearity power and size comparison convergence in small samples

Find related papers by JEL classification:
C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Statistical Simulation Methods
C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General

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  1. Tae-Hwy Lee, 2001. "Neural Network Test and Nonparametric Kernel Test for Neglected Nonlinearity in Regression Models," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 4(4), pages 1063-1063. [Downloadable!] (restricted)
  2. Adrian Pagan & Hashem Pesaran, 2007. "On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables. Working paper #7," NCER Working Paper Series 7, National Centre for Econometric Research. [Downloadable!]
  3. Stan Hurn, 2004. "Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity," Econometric Society 2004 Australasian Meetings 348, Econometric Society. [Downloadable!]
    Other versions:
  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!]
    Other versions:
  5. Rebeca Jiménez-Rodríguez, 2004. "Oil Price Shocks: Testing for Non-linearity," CSEF Working Papers 115, Centre for Studies in Economics and Finance (CSEF), University of Salerno, Italy. [Downloadable!]
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