We provide mathematical proofs for the results in "Testing Linearity Using Power Transforms of Regressors"

Yae In Baek, Jin Seo Cho () and Peter Phillips
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Yae In Baek: University of California, San Diego

No 2015rwp-79a, Working papers from Yonsei University, Yonsei Economics Research Institute

Abstract: We provide mathematical proofs for the results in "Testing Linearity Using Power Transforms of Regressors" by Baek, Cho, and Phillips (2014).

JEL-codes: C12 C18 C46 C52 (search for similar items in EconPapers)
Pages: 29pages
Date: 2015-03
New Economics Papers: this item is included in nep-ecm
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Citations: View citations in EconPapers (1)

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