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Mathematical Proofs for "Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions"

Author

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  • JIN SEO CHO

    (School of Economics, Yonsei University)

  • ISAO ISHIDA

    (CSFI, Osaka University)

  • HALBERT WHITE

    (Department of Economics, University of California, San Diego)

Abstract

We provide mathematical proofs for the results in ¡°Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions¡± by Cho, Ishida, and White (2013).

Suggested Citation

  • Jin Seo Cho & Isao Ishida & Halbert White, 2013. "Mathematical Proofs for "Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions"," Working papers 2013rwp-55a, Yonsei University, Yonsei Economics Research Institute.
    • Handle: RePEc:yon:wpaper:2013rwp-55a
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    Cited by:

    1. Baek, Yae In & Cho, Jin Seo & Phillips, Peter C.B., 2015. "Testing linearity using power transforms of regressors," Journal of Econometrics, Elsevier, vol. 187(1), pages 376-384.
    2. Kyu Lee Shin & Jin Seo Cho, 2013. "Testing for Neglected Nonlinearity Using Extreme Learning Machines (published in: International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 21, Suppl. 2 (2013), 117--129.)," Working papers 2013rwp-57, Yonsei University, Yonsei Economics Research Institute.

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