Testing a linear dynamic panel data model against nonlinear alternatives (Q2512605)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing a linear dynamic panel data model against nonlinear alternatives |
scientific article |
Statements
Testing a linear dynamic panel data model against nonlinear alternatives (English)
0 references
7 August 2014
0 references
conditional heteroskedasticity
0 references
degenerate \(U\)-statistics
0 references
dynamic panel data model
0 references
generalized spectral derivative
0 references
joint limit asymptotics
0 references
linearity
0 references
martingale
0 references
specification testing
0 references
0 references
0 references
0 references
0 references
0 references
0 references
