Nonparametric tests for model selection with time series data

DOI10.1007/BF02595876zbMath0938.62052OpenAlexW2083610527MaRDI QIDQ1969429

Javier Hidalgo

Publication date: 13 June 2000

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02595876

zbMATH Keywords

dimension reductiongoodness-of-fit teststime series regressionkernel curve estimation

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

Specification testing for regression models with dependent data

Cites Work

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