González, Andrés (contributor) - 2004 - [Elektronische Ressource]
errors.
Following Dufour (1995) the small sample distribution of ExpLM and AveLM test can be
obtained by simulation as … investigate the empirical size and power of our tests by simulation. The
section is divided in three subsections. The flrst one is …., and T. Ter˜asvirta (2004): \Simulation-based flnite-sample linearity test
against smooth transition regression models …