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ArticleModel specification testing of time series regressions

Herman J. Bierens1984

Article1984

Model specification testing of time series regressions

Herman J. Bierens

89 citations·0/0 files stored·Journal of Econometrics

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Diverse Scientific and Economic Studies Monetary Policy and Economic Impact Advanced Statistical Methods and Models

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References

1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods 1980Macroeconomics and Reality 1983Large-Scale Macro-Econometric Models.

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2006Testing the martingale difference hypothesis using integrated regression functions 2014Testing the Martingale Hypothesis 2000A CONSISTENT TEST FOR THE MARTINGALE DIFFERENCE HYPOTHESIS 2010The Bierens test for certain nonstationary models

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Details

Year1984

Typearticle

Published1984-12-01

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations89

Files0 public / 0

ShelfDiverse Scientific and Economic Studies

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doi10.1016/0304-4076(84)90025-3

openalex_workW2014790481

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