Pages that link to "Item:Q1057606"

The following pages link to Model specification testing of time series regressions (Q1057606):

Displaying 18 items.

• Generalized spectral tests for the martingale difference hypothesis (Q278047) (← links)
• Dynamic misspecification in nonparametric cointegrating regression (Q527941) (← links)
• The Bierens test for certain nonstationary models (Q736671) (← links)
• A consistent nonparametric test for nonlinear causality -- specification in time series regression (Q738056) (← links)
• Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications (Q962298) (← links)
• Testing the martingale difference hypothesis using integrated regression functions (Q1010571) (← links)
• Model specification testing of time series regressions (Q1057606) (← links)
• ARMAX model specification testing, with an application to unemployment in the Netherlands (Q1090051) (← links)
• A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations (Q1819506) (← links)
• The Bierens test under data dependence (Q1915460) (← links)
• A simple framework for nonparametric specification testing (Q1973427) (← links)
• Goodness-of-fit tests in semiparametric transformation models using the integrated regression function (Q2401352) (← links)
• A unified approach to validating univariate and multivariate conditional distribution models in time series (Q2512595) (← links)
• TESTING FOR CONTINUOUS LOCAL MARTINGALES USING THE CROSSING TREE (Q2802751) (← links)
• FUNCTIONAL FORM MISSPECIFICATION IN REGRESSIONS WITH A UNIT ROOT (Q3168872) (← links)
• A DATA-DRIVEN NONPARAMETRIC SPECIFICATION TEST FOR DYNAMIC REGRESSION MODELS (Q3408512) (← links)
• Stochastically weighted average conditional moment tests of functional form (Q5881678) (← links)
• Testing the martingale difference hypothesis in high dimension (Q6108287) (← links)