Consistent model specification tests for time series econometric models

Journal of Econometrics

Volumn 92, Issue 1, 1999, Pages 101-147

  Li, Qi ^a,b  

^a TEXAS A AND M UNIVERSITY   (United States)

^b UNIVERSITY OF GUELPH   (Canada)

Author keywords

Absolutely regular process; Asymptotic normality; Consistent tests; Degenerate U statistics; Kernel estimation; Omitted variables; Partially linear model

Indexed keywords

EID: 0000637496     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(98)00087-6     Document Type: Article

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