Finite Sample Performances of the Model Selection Approach in Nonparametric Model Specification for Time Series (Q3396340): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/03610920802531314
+Normal rank
@@ Property / OpenAlex ID @@
+W2052756828
@@ Property / OpenAlex ID: W2052756828 / rank @@
+Normal rank
@@ Property / cites work @@
+A consistent test for the functional form of a regression based on a difference of variance estimators
+Normal rank
@@ Property / cites work @@
+Q3125064
@@ Property / cites work: Q3125064 / rank @@
+Normal rank
@@ Property / cites work @@
+Goodness-of-Fit Tests for Parametric Regression Models
+Normal rank
@@ Property / cites work @@
+A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS
+Normal rank
@@ Property / cites work @@
+Generalized likelihood ratio statistics and Wilks phenomenon
+Normal rank
@@ Property / cites work @@
+Semiparametric Non-Linear Time Series Model Selection
+Normal rank
@@ Property / cites work @@
+Comparing nonparametric versus parametric regression fits
+Normal rank
@@ Property / cites work @@
+Data-driven bandwidth choice for density estimation based on dependent data
+Normal rank
@@ Property / cites work @@
+Q3998409
@@ Property / cites work: Q3998409 / rank @@
+Normal rank
@@ Property / cites work @@
+Regression and time series model selection in small samples
+Normal rank
@@ Property / cites work @@
+Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion
+Normal rank
@@ Property / cites work @@
+Nonparametric bootstrap tests for neglected nonlinearity in time series regression models<sup>∗</sup>
+Normal rank
@@ Property / cites work @@
+A simple consistent bootstrap test for a parametric regression function
+Normal rank
@@ Property / cites work @@
+Bootstrap procedures under some non-i.i.d. models
@@ Property / cites work: Bootstrap procedures under some non-i.i.d. models / rank @@
+Normal rank
@@ Property / cites work @@
+Econometric Model Determination
@@ Property / cites work: Econometric Model Determination / rank @@
+Normal rank
@@ Property / cites work @@
+Nonparametric Lag Selection for Time Series
@@ Property / cites work: Nonparametric Lag Selection for Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+A MONTE CARLO STUDY ON THE SELECTION OF COINTEGRATING RANK USING INFORMATION CRITERIA
+Normal rank
@@ Property / cites work @@
+Finite sample performance of the model selection approach in co-integration analysis
+Normal rank
@@ Property / cites work @@
+A consistent test of functional form via nonparametric estimation techniques
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3396340