英文文献：Linearity Testing in Time-Varying Smooth Transition Autoregressive Models under Unknown Degree of Persistency-时变平稳过渡自回归模型在未知持续度下的线性检验
英文文献作者：Robinson Kruse,Rickard Sandberg
英文文献摘要：
Building upon the work of Vogelsang (1998) and Harvey and Leybourne (2007) we derive tests that are invariant to the order of integration when the null hypothesis of linearity is tested in time-varying smooth transition models. As heteroscedasticity may lead to spurious rejections of the null hypothesis, a White correction is also considered. The asymptotic properties of the tests are studied. Our Monte Carlo simulations suggest that the newly proposed tests exhibit good size and competitive power properties. An empirical application to US inflation data from the Post-Bretton Woods period underlines the empirical usefulness of our tests.

在Vogelsang(1998)和Harvey和Leybourne(2007)的工作基础上，我们推出了在时变平稳过渡模型中检验线性零假设时，对积分阶不变的检验。由于异方差可能导致虚假拒绝的原假设，一个白色校正也被考虑。研究了这些试验的渐近性质。我们的蒙特卡洛模拟表明，新提出的测试显示良好的规模和竞争力的性质。对后布雷顿森林(bretton Woods)时期美国通胀数据的实证应用，突显了我们的测试在实证方面的有用性。