Specification tests for lattice processes

DOI10.1017/S0266466614000310MaRDI QIDQ5247355zbMATH OpenFDO

Authors Javier Hidalgo, Myung Hwan Seo

Publication date 24 April 2015

Published in Econometric Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S0266466614000310

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Applications of statistics to economics (62P20)

Recommendations

• Goodness of fit for lattice processes
• Specification testing for regression models with dependent data
• Model specification testing of time series regressions
• Distribution-free specification tests for dynamic linear models
• Multivariate specification tests based on a dynamic Rosenblatt transform

Cites work

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• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
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• Statistical inference on regression with spatial dependence
• The asymptotic theory of linear time-series models
• The jackknife and bootstrap
• The Stochastic Difference Between Econometric Statistics

Cited in

(4)

• Autoregressive spatial spectral estimates
• Goodness of fit for lattice processes
• Some Inference Results for Causal Autoregressive Processes on a Plane
• A test for weak stationarity in the spectral domain

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