Pages that link to "Item:Q5091817"
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The following pages link to Specification testing in nonstationary time series models (Q5091817):
Displaying 10 items.
- A specification test for nonlinear nonstationary models (Q447823) (← links)
- A nonnested approach to testing continuous time models against discrete alternatives (Q1801422) (← links)
- Some higher-order theory for a consistent non-parametric model specification test (Q1866255) (← links)
- Nonparametric tests for model selection with time series data (Q1969429) (← links)
- Functional coefficient panel modeling with communal smoothing covariates (Q2116344) (← links)
- Multidimensional specification test based on non-stationary time series (Q2161017) (← links)
- Nonparametric inference for quantile cointegrations with stationary covariates (Q2172016) (← links)
- SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE (Q3168871) (← links)
- Testing for Nonstationarity Using Maximum Entropy Resampling: A Misspecification Testing Perspective (Q3518454) (← links)
- A Note on a Specification Test for Time Series Models Based on Spectral Density Estimation (Q4455954) (← links)
