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Volumn 72, Issue 1-2, 1996, Pages 1-32

The Bierens test under data dependence

Author keywords

Asymptotic statistics; Model specification test; Stochastic equicontinuity; Time series

Indexed keywords


EID: 0002425832     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4076(94)01712-3     Document Type: Article
Times cited : (73)

References (23)
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    • Bierens, H.J.1
  • 6
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    • ARMAX model specification testing, with an application to unemployment in the Netherlands
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    • Bierens, H.J.1
  • 7
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    • Arma memory index modeling of economic time series
    • with discussion
    • Bierens, H.J., 1988, Arma memory index modeling of economic time series (with discussion), Econometric Theory 4, 35-59.
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    • Bierens, H.J.1
  • 8
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  • 9
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    • Least squares estimation of linear and nonlinear armax models under data heterogeneity
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    • (1991) Annales d'Economie et de Statistique , vol.20-21 , pp. 143-169
    • Bierens, H.J.1
  • 11
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    • Nonlinear regression with discrete explanatory variables, with an application to the earnings function
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  • 13
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    • Asymptotic properties of nonlinear least squares estimators
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  • 19
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  • 22
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    • Unpublished paper (Department of Economics University of California at San Diego, La Jolla, CA)
    • Stinchcombe, M.B. and H. White, 1992, Consistent specification testing using duality, Unpublished paper (Department of Economics University of California at San Diego, La Jolla, CA).
    • (1992) Consistent Specification Testing Using Duality
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.