DETECTION OF FUNCTIONAL FORM MISSPECIFICATION IN COINTEGRATING RELATIONS (Q3632422): Difference between revisions

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+ADDENDUM TO “ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF  INTEGRATED TIME SERIES”
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+Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes
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+Nonlinear econometric models with cointegrated and deterministically trending regressors
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+A Consistent Conditional Moment Test of Functional Form
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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Asymptotics for linear processes
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+Multiple Time Series Regression with Integrated Processes
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+Nonlinear Regressions with Integrated Time Series
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+Maximum Likelihood Specification Testing and Conditional Moment Tests
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+Spurious nonlinear regressions in econometrics
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+A CUSUM test for cointegration using regression residuals
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+COINTEGRATING SMOOTH TRANSITION REGRESSIONS
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