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Model specification testing of time series regressions
3 references·5 citing·26 second hop
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this work references cited by second hop

References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1983Large-Scale Macro-Econometric Models.145 cited

Cited by

  • 2006Testing the martingale difference hypothesis using integrated regression functions27 cited
  • 2014Testing the Martingale Hypothesis23 cited
  • 2000A CONSISTENT TEST FOR THE MARTINGALE DIFFERENCE HYPOTHESIS23 cited
  • 2010The Bierens test for certain nonstationary models18 cited
  • 2008Consistent and Non Degenerate Model Specification Tests Against Smooth Transition and Neural Network Alternatives.10 cited

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