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

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+Consistent model specification tests
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+Model specification testing of time series regressions
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+A Consistent Conditional Moment Test of Functional Form
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+Asymptotic Theory of Integrated Conditional Moment Tests
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+The Lindeberg-Levy Theorem for Martingales
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+Q5560061
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+Linear processes in function spaces. Theory and applications
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+Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series
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+The Bierens test under data dependence
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+Q4410074
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+Spectral tests of the martingale hypothesis under conditional heteroscedasticity
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+Testing the Martingale Difference Hypothesis
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+A test for normality based on the empirical characteristic function
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+CONSISTENT MODEL SPECIFICATION TESTS
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+Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
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+A NEW DIAGNOSTIC TEST OF MODEL INADEQUACY WHICH USES THE MARTINGALE DIFFERENCE CRITERION
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+Hypothesis Testing in Time Series via the Empirical Characteristic Function: A Generalized Spectral Density Approach
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+Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form
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+Asymptotic Properties of Non-Linear Least Squares Estimators
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+A Method for Testing the Independence of Two Time Series That Accounts for a Potential Pattern in the Cross-Correlation Function
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+Nonparametric model checks for time series
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+Normal rank
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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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+Bootstrap and wild bootstrap for high dimensional linear models
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+Asymptotic power properties of the Cramer-von Mises test under contiguous alternatives
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+Spectral Density Based Goodness‐of‐Fit Tests for Time Series Models
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+Q4839388
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+Synthesis of variance
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+Q3395931
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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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+Weak convergence and empirical processes. With applications to statistics
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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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