Comment on “Statistical Adequacy and the Testing of Trend Versus Difference Stationarity” by Andreou and Spanos (Number 2)
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Publication:4414346
DOI10.1081/ETC-120023903zbMath1184.62208OpenAlexW1997519997MaRDI QIDQ4414346
Publication date: 24 July 2003
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/etc-120023903
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Cites Work
- Testing for ARCH in the presence of a possibly misspecified conditional mean
- On the application of robust, regression-based diagnostics to models of conditional means and conditional variances
- A Heteroskedasticity Test Robust to Conditional Mean Misspecification
- A test of normality using nonparametrlic residuals
- Data mining with local model specification uncertainty: a discussion of Hoover and Perez
- Constructive data mining: modeling consumers' expenditurein Venezuela
- Estimating and Testing Linear Models with Multiple Structural Changes
- The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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