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Testing multiple equation systems for common nonlinear components

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  • Anderson, Heather M.
  • Vahid, Farshid

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  • Anderson, Heather M. & Vahid, Farshid, 1998. "Testing multiple equation systems for common nonlinear components," Journal of Econometrics, Elsevier, vol. 84(1), pages 1-36, May.
    • Handle: RePEc:eee:econom:v:84:y:1998:i:1:p:1-36
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    7. Eitrheim, Oyvind & Terasvirta, Timo, 1996. "Testing the adequacy of smooth transition autoregressive models," Journal of Econometrics, Elsevier, vol. 74(1), pages 59-75, September.
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