A Simple Test for Linearity Against Exponential Smooth Transition Models with Endogenous Variables

This paper proposes a test for linearity against exponential smooth transition models with endogenous right-hand-side variables: to the very best of our knowledge, this class of models is new to the literature. By Monte Carlo analysis the test is shown to have good finite sample properties

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Year of publication:	2017
Authors:	Massacci, Daniele
Publisher:	[S.l.] : SSRN
Subject:	Theorie \| Theory \| Zeitreihenanalyse \| Time series analysis \| Autokorrelation \| Autocorrelation \| Regressionsanalyse \| Regression analysis \| Statistischer Test \| Statistical test

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