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Consistent and non-degenerate model specification tests against smooth transition and neural network alternatives
Hill, Jonathan B. - In: Annales d'économie et de statistique 90 (2008), pp. 145-179
Persistent link: https://www.econbiz.de/10003910527
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Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality
Ghysels, Eric; Hill, Jonathan B.; Motegi, Kaiji - In: Journal of econometrics 218 (2020) 2, pp. 633-654
Persistent link: https://www.econbiz.de/10012483174