2020
DOI: 10.12962/j27213862.v3i1.6876
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The Performance of Ramsey Test, White Test and Terasvirta Test in Detecting Nonlinearity

Abstract: Abstrak-The objective of this research is to compare Ramsey test, White test and Terasvirta test in the identification of nonlinearity. Ramsey test is a test based on the regression specification error test. While White test and Terasvirta test are based on neural network models. The difference between White test and Terasvirta test is in determining its weight, White test based on random sampling, while Terasvirta test based on Taylor expansion. Simulation studies are carried out with various scenarios in eac… Show more

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Cited by 9 publications
(3 citation statements)
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“…The results indicated an insignificant relationship for all the quadratic effects. Second, Ramsey's (1969) regression equation specification error test was used (Prabowo et al, 2020). The p ‐value of the F ‐change for the model is .154 (not significant); therefore, we failed to reject the null hypothesis, which says linearity is present.…”
Section: Resultsmentioning
confidence: 99%
See 1 more Smart Citation
“…The results indicated an insignificant relationship for all the quadratic effects. Second, Ramsey's (1969) regression equation specification error test was used (Prabowo et al, 2020). The p ‐value of the F ‐change for the model is .154 (not significant); therefore, we failed to reject the null hypothesis, which says linearity is present.…”
Section: Resultsmentioning
confidence: 99%
“…Despite the numerous advantages of PLS-SEM, it is not without flaws; it is not fully proofed, and therefore, complementary methods for assessing the robustness of PLS-SEM results have been proposed (Latan, 2018). specification error test was used (Prabowo et al, 2020). The p-value of the F-change for the model is .154 (not significant); therefore, we failed to reject the null hypothesis, which says linearity is present.…”
Section: Robustness Checkmentioning
confidence: 97%
“…White test [71,72] is based on a neural network for neglected non-linearity, which uses hidden layers to detect the relationship between time series vectors. The network is defined as…”
Section: • White Testmentioning
confidence: 99%