Testing a linear dynamic panel data model against nonlinear alternatives (Q2512605): Difference between revisions
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Revision as of 20:49, 19 March 2024
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English | Testing a linear dynamic panel data model against nonlinear alternatives |
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Testing a linear dynamic panel data model against nonlinear alternatives (English)
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7 August 2014
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conditional heteroskedasticity
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degenerate \(U\)-statistics
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dynamic panel data model
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generalized spectral derivative
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joint limit asymptotics
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linearity
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martingale
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specification testing
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