Model specification testing of time series regressions
- 1 December 1984
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 26 (3) , 323-353
- https://doi.org/10.1016/0304-4076(84)90025-3
Abstract
No abstract availableThis publication has 10 references indexed in Scilit:
- Consistent model specification testsJournal of Econometrics, 1982
- Misspecified models with dependent observationsJournal of Econometrics, 1982
- Large Sample Properties of Generalized Method of Moments EstimatorsEconometrica, 1982
- A uniform weak law of large numbers under π-mixing with application to nonlinear least squares estimationStatistica Neerlandica, 1982
- Macroeconomics and RealityEconometrica, 1980
- On Conditional Least Squares Estimation for Stochastic ProcessesThe Annals of Statistics, 1978
- Non-linear regression for multiple time-seriesJournal of Applied Probability, 1972
- Non-linear time series regressionJournal of Applied Probability, 1971
- Martingale Central Limit TheoremsThe Annals of Mathematical Statistics, 1971
- Investigating Causal Relations by Econometric Models and Cross-spectral MethodsEconometrica, 1969