Testing for Smooth Transition Nonlinearity in the Presence of Outliers

In the present paper we confine ourselves to proposing tests for smooth transition nonlinearity in the presence ou outliers. We consider outlier robust estimation techniques to modify the tests developed by Luukkonen et al

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Year of publication:	1998
Authors:	Franses, Philip Hans ; Lucas, André ; Dijk, Dick van
Publisher:	[S.l.] : SSRN
Subject:	Zeitreihenanalyse \| Time series analysis \| Nichtlineare Regression \| Nonlinear regression \| Schätztheorie \| Estimation theory \| Statistischer Test \| Statistical test \| OECD-Staaten \| OECD countries
Description of contents:	Abstract [papers.ssrn.com]

Extent:	1 Online-Ressource
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 1996 erstellt Volltext nicht verfügbar
Classification:	C20 - Econometric Methods: Single Equation Models. General ; C22 - Time-Series Models ; C52 - Model Evaluation and Testing
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014072270