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Consistent model specification tests for time series econometric models

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  • Li, Qi

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  • Li, Qi, 1999. "Consistent model specification tests for time series econometric models," Journal of Econometrics, Elsevier, vol. 92(1), pages 101-147, September.
    • Handle: RePEc:eee:econom:v:92:y:1999:i:1:p:101-147
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    22. P. M. Robinson, 1991. "Consistent Nonparametric Entropy-Based Testing," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 58(3), pages 437-453.
    23. Chen, Xiaohong & Fan, Yanqin, 1999. "Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series," Journal of Econometrics, Elsevier, vol. 91(2), pages 373-401, August.
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    25. Powell, James L & Stock, James H & Stoker, Thomas M, 1989. "Semiparametric Estimation of Index Coefficients," Econometrica, Econometric Society, vol. 57(6), pages 1403-1430, November.
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    31. Zheng, John Xu, 1998. "Consistent Specification Testing For Conditional Symmetry," Econometric Theory, Cambridge University Press, vol. 14(1), pages 139-149, February.
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