Specification Testing In Nonlinear Time Series With Long-Range Dependence
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- Jiti Gao & Qiying Wang & Jiying Yin, 2009. "Specification Testing in Nonlinear Time Series with Long-Range Dependence," School of Economics Working Papers 2009-04, University of Adelaide, School of Economics.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Jia Chen & Jiti Gao & Degui Li & Zhengyan Lin, 2015.
"Specification testing in nonstationary time series models,"
Royal Economic Society, vol. 18(1), pages 117-136, February.
- Jia Chen & Jiti Gao & Degui Li & Zhengyan Lin, 2014. "Specification Testing in Nonstationary Time Series Models," Discussion Papers 14/19, Department of Economics, University of York.
- Chaohua Dong & Jiti Gao, 2014. "Specification Testing in Structural Nonparametric Cointegration," Monash Econometrics and Business Statistics Working Papers 2/14, Monash University, Department of Econometrics and Business Statistics.
- Xu Guo & Wangli Xu & Lixing Zhu, 2015. "Model checking for parametric regressions with response missing at random," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 67(2), pages 229-259, April.
- Chaohua Dong & Jiti Gao, 2012. "Specification Testing Driven by Orthogonal Series in Nonstationary Time Series Models," Monash Econometrics and Business Statistics Working Papers 20/12, Monash University, Department of Econometrics and Business Statistics.
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