Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5059736 | Economics Letters | 2012 | 6 Pages |
Abstract
⺠Linearity test for exponential smooth transition models with endogenous variables. ⺠Test based on auxiliary model with endogenous variables replaced by fitted values. ⺠Good finite sample properties of the test shown by Monte Carlo analysis.
Keywords
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Daniele Massacci,