On tests for linearity against STAR models with deterministic trends

C-Tier
Journal: Economics Letters
Year: 2012
Volume: 117
Issue: 1
Pages: 268-271

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Linearity testing against smooth transition autoregressive (STAR) models when deterministic trends are potentially present in the data is considered in this work. Our findings show, in contrast to results recently reported in Zhang (2012), that linearity tests against STAR models lead to useful results in this setting.

Technical Details

RePEc Handle
repec:eee:ecolet:v:117:y:2012:i:1:p:268-271
Journal Field
General
Author Count
3
Added to Database
2026-01-25