13- https://doi.org/10.1016/s0165-1765(97)00054-2
A consistent nonparametric test for linearity of AR( p) models
- Aug 1, 1997
- Economics Letters
- Yanqin Fan +1 more
Abstract
A consistent nonparametric test for linearity of AR( p) models
- # Null Hypothesis Of Linearity
- # Linear AR Model
- # Distribution Of Statistic
- # Simple Test
- # AR Model
- # Simple Nonparametric Test
- # Linear AR
- # Hypothesis Of Linearity
- # Asymptotic Distribution
- # Test Statistic
