Specification testing in nonstationary time series models
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Publication:5091817
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- Functional coefficient panel modeling with communal smoothing covariates
- Some higher-order theory for a consistent non-parametric model specification test
- Nonparametric specification testing for nonlinear time series with nonstationarity
- A Note on a Specification Test for Time Series Models Based on Spectral Density Estimation
- Nonparametric tests for model selection with time series data
- Testing for Nonstationarity Using Maximum Entropy Resampling: A Misspecification Testing Perspective
- Nonparametric inference for quantile cointegrations with stationary covariates
- A nonnested approach to testing continuous time models against discrete alternatives
- SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE
- Multidimensional specification test based on non-stationary time series
- Specification testing in nonlinear and nonstationary time series autoregression
- Nonparametric specification for non-stationary time series regression
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