# Testing Linearity for Network Autoregressive Models

@inproceedings{Armillotta2022TestingLF, title={Testing Linearity for Network Autoregressive Models}, author={Mirko Armillotta and Konstantinos Fokianos}, year={2022} }

A quasi-score linearity test for continuous and count network autoregressive models is developed. We establish the asymptotic distribution of the test when the network dimension is fixed or increasing, under the null hypothesis of linearity and Pitman’s local alternatives. When the parameters are identifiable, the test statistic approximates a chi-square and noncentral chi-square asymptotic distribution, respectively. These results still hold true when the parameters tested belong to the…

## One Citation

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