Eliasson, Ann-Charlotte; Teräsvirta, Timo - Economics Institute for Research (SIR), … - 2002
, forecast failure, model misspecifi-
cation testing, nonlinearity, smooth transition regression
JEL Classification Codes:C22 …,39) is an F-statistic
for testing the null hypothesis that (4) encompasses (1). This null hypothesis
cannot be rejected, and …