Testing the functional constraints on parameters in regressions with variables of different frequency

DOI10.1016/J.ECONLET.2012.03.009zbMath1255.62044OpenAlexW2044237108MaRDI QIDQ1925719

Vaidotas Zemlys, Virmantas Kvedaras

Publication date: 18 December 2012

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2012.03.009

zbMATH Keywords

restrictionspecification testMIDAS

Mathematics Subject Classification ID

Parametric inference under constraints (62F30) Linear inference, regression (62J99) Asymptotic properties of parametric tests (62F05)

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Cites Work

• MIDAS Regressions: Further Results and New Directions
• Regression models with mixed sampling frequencies
• Consequences and Detection of Misspecified Nonlinear Regression Models
• Notes on the distribution of quadratic forms in singular normal variables
• Econometrics

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