Matches in SemOpenAlex for { <https://semopenalex.org/work/W2184096087> ?p ?o ?g. }
- W2184096087 abstract "We develop a regression model speci…cation test that directs maximal power toward smooth transition functional forms, and is consistent against any deviation from the null speci…cation. We provide new details regarding whether consistent parametric tests of functional form are asymptotically degenerate: a test of linear autoregression against STAR alternatives is never degenerate. Moreover, a test of Exponential STAR has power attributes entirely associated with the choice of threshold. In a simulation experiment in which all parameters are randomly selected the proposed test has power nearly identical to a most-powerful test for true STAR, neural network and SETAR processes, and dominates popular tests. We apply the test to U.S. output, money, prices and interest rates." @default.
- W2184096087 created "2016-06-24" @default.
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- W2184096087 date "2008-01-01" @default.
- W2184096087 modified "2023-09-24" @default.
- W2184096087 title "Consistent and Non-Degenerate Model Speci…cation Tests Against Smooth Transition and Neural Network" @default.
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