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A consistent conditional moment test of functional form

Bierens, H.J. - Faculteit der Economische Wetenschappen en … - 1989

Persistent link: https://www.econbiz.de/10010783420

Armax model specification testing, with an application to unemployment in the Netherlands

Bierens, H.J. - Faculteit der Economische Wetenschappen en … - 1986

Persistent link: https://www.econbiz.de/10010783474

Functional specification of time series models

Bierens, H.J. - Faculteit der Economische Wetenschappen en … - 1988

Persistent link: https://www.econbiz.de/10010783481

Nonparametric time series regression

Bierens, H.J. - Faculteit der Economische Wetenschappen en … - 1988

Persistent link: https://www.econbiz.de/10010783484

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