Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative tests

Tae Hwy Lee, Halbert White and Clive Granger

Journal of Econometrics, 1993, vol. 56, issue 3, 269-290

Date: 1993
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Software Item: REGRESET: RATS procedure to perform Ramsey RESET test on regression
Software Item: REGWHITENNTEST: RATS procedure to perform White neural network test on regression
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:56:y:1993:i:3:p:269-290

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