The Bierens test for certain nonstationary models
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Cites work
- scientific article; zbMATH DE number 3638844 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- scientific article; zbMATH DE number 3190627 (Why is no real title available?)
- ADDENDUM TO “ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES”
- ARMAX model specification testing, with an application to unemployment in the Netherlands
- ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
- Asymptotic Theory of Integrated Conditional Moment Tests
- CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE
- DETECTION OF FUNCTIONAL FORM MISSPECIFICATION IN COINTEGRATING RELATIONS
- FURTHER RESULTS ON THE ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
- Goodness-of-Fit Tests for Linear and Nonlinear Time Series Models
- Maximum Likelihood Specification Testing and Conditional Moment Tests
- Model specification testing of time series regressions
- NONLINEAR FUNCTIONS AND CONVERGENCE TO BROWNIAN MOTION: BEYOND THE CONTINUOUS MAPPING THEOREM
- Nonlinear Regressions with Integrated Time Series
- Nonlinear econometric models with cointegrated and deterministically trending regressors
- Nonlinearity, nonstationarity, and spurious forecasts
- Nonstationary Binary Choice
- Predicting the equity premium with dividend ratios
- The Bierens test under data dependence
Cited in
(8)- Dynamic misspecification in nonparametric cointegrating regression
- Tests of the multiperiod two-parameter model
- Nonstationary nonlinear quantile regression
- Nonparametric predictive regression
- Model checks for nonlinear cointegrating regression
- Cointegrating polynomial regressions: fully modified OLS estimation and inference
- Specification testing for nonlinear multivariate cointegrating regressions
- Testing the adequacy of semiparametric transformation models
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