Ventosa-Santaulària, Daniel; Rodríguez-Caballero, … - In: Econometrics : open access journal 1 (2013) 3, pp. 236-248
Polynomial specifications are widely used, not only in applied economics, but also in epidemiology, physics, political analysis and psychology, just to mention a few examples. In many cases, the data employed to estimate such specifications are time series that may exhibit stochastic...