Generalized spectral tests for the martingale difference hypothesis (Q278047): Difference between revisions

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-.1016/j.jeconom.2005.06.019
@@ Property / DOI: 10.1016/j.jeconom.2005.06.019 / rank @@
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+Consistent model specification tests
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+Model specification testing of time series regressions
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+Nonparametric model checks for time series
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+Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
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+Bootstrap procedures under some non-i.i.d. models
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+CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS  PRESENT ONLY UNDER THE ALTERNATIVE
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+Nonparametric model checks for regression
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+Bootstrap Approximations in Model Checks for Regression
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+Consistent bootstrap tests of parametric regression functions
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+Jackknife, bootstrap and other resampling methods in regression analysis
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@@ Property / DOI @@
+.1016/J.JECONOM.2005.06.019
@@ Property / DOI: 10.1016/J.JECONOM.2005.06.019 / rank @@
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