The DOI matches its Crossref record; 4 of the 4 references it cites were found in a registry or an index.
Testing for neglected nonlinearity in time series models
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Citations
Cites
Multilayer feedforward networks are universal approximators
Hornik, K., Stinchcombe, M., & White, H. (1989) · Neural Networks · doi:10.1016/0893-6080(89)90020-8 · Cited by 21,728
Self-citationEngle, R. F. (1982) · Econometrica · doi:10.2307/1912773 · Cited by 20,795
An improved Bonferroni procedure for multiple tests of significance
SIMES, R. J. (1986) · Biometrika · doi:10.1093/biomet/73.3.751 · Cited by 2,396
Huber, P. J. (1985) · The Annals of Statistics · doi:10.1214/aos/1176349519 · Cited by 1,277
Cited by
Forecasting with artificial neural networks:
Zhang, G., Eddy Patuwo, B., & Y. Hu, M. (1998) · International Journal of Forecasting · doi:10.1016/s0169-2070(97)00044-7 · Cited by 4,229
The evolution of stock market efficiency over time: A survey of the empirical literature
Lim, K.-P., & Brooks, R. (2011) · Journal of Economic Surveys · doi:10.1111/j.1467-6419.2009.00611.x · Cited by 410
A general test for time dependence in parameters
Becker, R., Enders, W., & Hurn, S. (2004) · Journal of Applied Econometrics · doi:10.1002/jae.751 · Cited by 257
Semiparametric estimation of a hedonic price function
Anglin, P. M., & Gençay, R. (1996) · Journal of Applied Econometrics · doi:10.1002/(sici)1099-1255(199611)11:6<633::aid-jae414>3.0.co;2-t · Cited by 222
Metadata
- Authors
- Lee, T.-H., White, H., & Granger, C. W. J.
- Venue
- Journal of Econometrics
- Publisher
- Elsevier BV
- Published
- 1993-04
- Volume
- 56
- Issue
- 3
- Pages
- 269-290
- ISSN
- 0304-4076 (ISSN-L)
- OpenAlex
- W2146904825
- Cited by
- 498
- References
- 4
- FWCI
- 29.09
- Type
- journal article
- Language
- en
- Open access
- closed
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Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
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How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
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- CoChat. (2026). Citation check: Testing for neglected nonlinearity in time series models. https://app.cochat.ai/papers/10.1016/0304-4076(93)90122-l
- The paper
- Lee, T.-H., White, H., & Granger, C. W. J. (1993). Testing for neglected nonlinearity in time series models. Journal of Econometrics. https://doi.org/10.1016/0304-4076(93)90122-l
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
