Testing a linear dynamic panel data model against nonlinear alternatives (Q2512605): Difference between revisions

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Revision as of 20:34, 8 July 2024

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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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