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- W1587366991 abstract "This paper proposes a new test based on a Fourier series expansion to approximate the unknown functional form of a nonlinear time-series model. The test specifically allows for structural breaks, seasonal parameters and time-varying parameters. The test is shown to have evry good size and power properties. However, it is not especially good in detecting nonlinearity in variables. As such, the test can help determine whether an observed rejection of the joint null hypothesis of linearity and time invariant parameters is due to time-varying coefficients of a nonliearity in variables." @default.
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- W1587366991 date "2001-06-01" @default.
- W1587366991 modified "2023-09-27" @default.
- W1587366991 title "Testing for Time Dependence in Parameters" @default.
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