Consistent model specification tests for time series econometric models
type: Item
instance of: scholarly article
title: Consistent model specification tests for time series econometric models
zbMATH Open document ID: 0929.62054
DOI: 10.1016/S0304-4076(98)00087-6
published in: Journal of Econometrics
publication date: 2000-01-31T00:00:00Z
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 1341356
zbMATH Keywords: consistent tests
zbMATH Keywords: absolutely regular process
zbMATH Keywords: degenerate U-statistics
zbMATH Keywords: kernel estimation
zbMATH Keywords: omitted variables
zbMATH Keywords: partially linear model
zbMATH Keywords: asymptotic normality
zbMATH Keywords: time-series
author: Qi Li
MaRDI profile type: MaRDI publication profile
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full work available at URL: s0304-4076(98)00087-6
OpenAlex ID: W2040179407
description: scientific article; zbMATH DE number 1341356