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On the Limit Behavior of a Chi-Square Type Test if the Number of Conditional Moments Tested Approaches Infinity
de Jong, R.M.; Bierens, H.J. - In: Econometric Theory 10 (1994) 01, pp. 70-90
In this paper, a consistent model specification test is proposed. Some consistent model specification tests have been discussed in econometrics literature. Those tests are consistent by randomization, display a discontinuity in sample size, or have an asymptotic distribution that depends on the...
Persistent link: https://www.econbiz.de/10005610447
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Comment - "Artificial Neural Networks: An Econometric Perspective"
Bierens, H.J. - In: Econometric reviews 13 (1994) 1, pp. 93-98
Persistent link: https://www.econbiz.de/10006945904
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TESTING FOR TREND
Busetti, Fabio; Harvey, Andrew; Andrews, D.W.K.; … - In: Econometric theory 24 (2008) 1, pp. 72-87
Persistent link: https://www.econbiz.de/10007896793
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MONITORING PROCEDURES TO DETECT UNIT ROOTS AND STATIONARITY
Steland, Ansgar; Andrews, D.W.K.; Bai, J.; Bai, J.; … - In: Econometric theory 23 (2007) 6, pp. 1108-1135
Persistent link: https://www.econbiz.de/10007869214
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The econometric consequences of the ceteris paribus condition in economic theory
Bierens, H.J.; Swanson, N.R. - In: Journal of econometrics 95 (2000) 2, pp. 223-254
Persistent link: https://www.econbiz.de/10006782156
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On the Limit Behavior of a Chi-Square Type Test if the Number of Conditional Moments Tested Approaches Infinity
Jong, R.M.de; Bierens, H.J. - In: Econometric theory 10 (1994) 1, pp. 70-90
Persistent link: https://www.econbiz.de/10007014702