Specification Testing In Nonlinear Time Series With Long-Range Dependence
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Other versions of this item:
- Jiti Gao & Qiying Wang & Jiying Yin, 2009. "Specification Testing in Nonlinear Time Series with Long-Range Dependence," School of Economics and Public Policy Working Papers 2009-04, University of Adelaide, School of Economics and Public Policy.
Citations
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Cited by:
- Jia Chen & Jiti Gao & Degui Li & Zhengyan Lin, 2015.
"Specification testing in nonstationary time series models,"
Econometrics Journal, 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.
- Tu, Yundong & Wang, Ying, 2022. "Spurious functional-coefficient regression models and robust inference with marginal integration," Journal of Econometrics, Elsevier, vol. 229(2), pages 396-421.
- Phillips, Peter C.B. & Wang, Ying, 2022.
"Functional coefficient panel modeling with communal smoothing covariates,"
Journal of Econometrics, Elsevier, vol. 227(2), pages 371-407.
- Peter C.B. Phillips & Ying Wang, 2019. "Functional Coefficient Panel Modeling with Communal Smoothing Covariates," Cowles Foundation Discussion Papers 2193, Cowles Foundation for Research in Economics, Yale University.
- Jun Wang & Dianpeng Wang & Yubin Tian, 2022. "Multidimensional specification test based on non-stationary time series," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de EstadÃstica e Investigación Operativa, vol. 31(2), pages 348-372, June.
- 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.
- Degui Li & Bin Peng & Songqiao Tang & Weibiao Wu, 2023. "Estimation of Grouped Time-Varying Network Vector Autoregression Models," Papers 2303.10117, arXiv.org, revised Mar 2024.
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