Specification testing for regression models with dependent data

Journal of Econometrics

Volumn 143, Issue 1, 2008, Pages 143-165

  Hidalgo, J ^a  

^a LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

Frequency domain bootstrap; Functional specification; Nonparametric kernel regression; Variable selection

Indexed keywords

MONTE CARLO METHODS; REGRESSION ANALYSIS; SPECIFICATIONS;

FREQUENCY DOMAIN BOOTSTRAP; FUNCTIONAL SPECIFICATION; NONPARAMETRIC KERNEL REGRESSION; VARIABLE SELECTION;

ASYMPTOTIC ANALYSIS;

EID: 38149088859     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2007.08.013     Document Type: Article

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