Specification tests for nonlinear dynamic models

Publisher： John Wiley & Sons Inc

E-ISSN： 1368-423x|18|1|67-94

ISSN： 1368-4221

Source： THE ECONOMETRICS JOURNAL, Vol.18, Iss.1, 2015-02, pp. : 67-94

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

SPECIFICATION TESTS FOR MULTIPLICATIVE ERROR MODELS

By  

Econometric Theory, Vol. 33, Iss. 2, 2016-02 ,pp. : 413-438

Cambridge University Press

Access to resources Recommend Favorite

Dynamic adjustment and the specification of empirical economic models of deforestation

By  

Environment and Development Economics, Vol. 22, Iss. 4, 2017-08 ,pp. : 470-489

Cambridge University Press

Access to resources Recommend Favorite

Simple LM tests of mis-specification for ordered logit models

By Murphy A.  

Economics Letters, Vol. 52, Iss. 2, 1996-08 ,pp. : 137-141

Elsevier

Access to resources Recommend Favorite

A flexible specification of adjustment costs in dynamic factor demand models

By Lundgren T.   Sjostrom M.  

Economics Letters, Vol. 72, Iss. 2, 2001-08 ,pp. : 145-150

Elsevier

Access to resources Recommend Favorite

Can portmanteau nonlinearity tests serve as general mis-specification tests? - Evidence from symmetric and asymmetric GARCH models

By Brooks C.   Henry O.T.  

Economics Letters, Vol. 67, Iss. 3, 2000-06 ,pp. : 245-251

Elsevier

Access to resources Recommend Favorite