The Bierens test under data dependence

DOI10.1016/0304-4076(94)01712-3zbMath0855.62073OpenAlexW2111646565MaRDI QIDQ1915460

Robert M. de Jong

Publication date: 15 July 1996

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(94)01712-3

zbMATH Keywords

time seriesstochastic equicontinuitymodel specification testasymptotically valid critical valuessimulation procedure

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)

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