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~institution:"Department of Economics, Oxford University"
~institution:"Banco de la Republica de Colombia"
~person:"Castle, Jennifer L."
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Castle, Jennifer L.
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A Low-Dimension Collinearity-Robust Test for
Non-linearity
Castle, Jennifer L.
;
Hendry, David F.
-
Department of Economics, Oxford University
-
2007
A new test for
non-linearity
is developed using weighted combinations of regressor powers based on the eigenvectors of …
Persistent link: https://www.econbiz.de/10005047721
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