Econometric Model Specification

DOI10.1142/9909zbMath1432.62005OpenAlexW4230464097MaRDI QIDQ5742675

Herman J. Bierens

Publication date: 15 May 2019

Full work available at URL: https://doi.org/10.1142/9909

zbMATH Keywords

model specificationeconometricsconsistent test of the martingale difference hypothesis for time series regression errorssemi-nonparametric modeling

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Nonparametric estimation (62G05) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Characterization and structure theory of statistical distributions (62E10) Collections of reprinted articles (00B60)

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