A Low-Dimension Collinearity-Robust Test for Non-linearity
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More about this item
Keywords
Functional Form Test; Non-linearity; Collinearity;All these keywords.
JEL classification:
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2007-05-19 (Econometrics)
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