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The Bierens test under data dependence

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  • de Jong, Robert M.

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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 72 (1996)
Issue (Month): 1-2 ()
Pages: 1-32

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Handle: RePEc:eee:econom:v:72:y:1996:i:1-2:p:1-32

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Web page: http://www.elsevier.com/locate/jeconom

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  1. Bierens, Herman J., 1982. "Consistent model specification tests," Journal of Econometrics, Elsevier, vol. 20(1), pages 105-134, October.
  2. Bierens, H.J. & Hartog, J.A., 1988. "Nonlineair regression with discrete explanatory variables : with an application to the earnings function," Serie Research Memoranda 0003, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  3. Bierens, Herman J, 1990. "A Consistent Conditional Moment Test of Functional Form," Econometrica, Econometric Society, vol. 58(6), pages 1443-58, November.
  4. Andrews, Donald W.K., 1992. "Generic Uniform Convergence," Econometric Theory, Cambridge University Press, vol. 8(02), pages 241-257, June.
  5. Gallant, A Ronald & Nychka, Douglas W, 1987. "Semi-nonparametric Maximum Likelihood Estimation," Econometrica, Econometric Society, vol. 55(2), pages 363-90, March.
  6. Bierens, H.J., 1986. "Armax model specification testing, with an application to unemployment in the Netherlands," Serie Research Memoranda 0026, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  7. Andrews, Donald W K, 1987. "Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers [On Unification of the Asymptotic Theory of Nonlinear Econometric Models]," Econometrica, Econometric Society, vol. 55(6), pages 1465-71, November.
  8. Bierens, Herman J., 1984. "Model specification testing of time series regressions," Journal of Econometrics, Elsevier, vol. 26(3), pages 323-353, December.
  9. Bierens, Herman J., 1988. "ARMA Memory Index Modeling of Economic Time Series," Econometric Theory, Cambridge University Press, vol. 4(01), pages 35-59, April.
  10. Herman J. BIERENS, 1991. "Least Squares Estimation of Linear and Nonlinear ARMAX Models under Data Heterogeneity," Annales d'Economie et de Statistique, ENSAE, issue 20-21, pages 143-169.
  11. Newey, Whitney K, 1985. "Maximum Likelihood Specification Testing and Conditional Moment Tests," Econometrica, Econometric Society, vol. 53(5), pages 1047-70, September.
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