Consistent model specification tests for time series econometric models

DOI10.1016/S0304-4076(98)00087-6zbMath0929.62054OpenAlexW2040179407MaRDI QIDQ1302761

Q. Li

Publication date: 31 January 2000

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4076(98)00087-6

zbMATH Keywords

asymptotic normalitykernel estimationconsistent teststime-seriespartially linear modelomitted variablesabsolutely regular processdegenerate U-statistics

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84)

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