New Non-Linearity Test to Circumvent the Limitation of Volterra Expansion
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More about this item
Keywords
linearity; nonlinearity; U-statistics; Volterra expansion;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2012-10-20 (Econometrics)
- NEP-ETS-2012-10-20 (Econometric Time Series)
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