文章基本信息

标题：On tests for linearity against STAR models with deterministic trends
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作者：Hendrik Kaufmann ; Robinson Kruse ; Philipp Sibbertsen 等
期刊名称：Diskussionspapiere / Universität Hannover
印刷版ISSN：0949-9962
出版年度：2012
卷号：2012
出版社：Hannover
摘要：Linearity testing against smooth transition autoregressive (STAR) models when deter-ministic trends are potentially present in the data is considered in this paper. As opposedto recently reported results inZhang(2012), we show that linearity tests against STARmodels lead to useful results in this setting
关键词：Nonlinearity · Smooth transition · Deterministic trend