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Simulation-based finite-sample linearity test against smooth transition models
González, Andrés, (2005)
A Kernel Test for neglected nonlinearity
Bradley, Ralph, (1996)
Option valuation and hedging using an asymmetric risk function : asymptotic optimality through fully nonlinear partial differential equations
Gobet, Emmanuel, (2020)
Testing parameter constancy in stationary vector autoregressive models against continuous change
He, Changli, (2002)
Panel smooth transition regression models