4.1 Article

ON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTS

相关参考文献

注意:仅列出部分参考文献,下载原文获取全部文献信息。
Article Economics

A consistent diagnostic test for regression models using projections

J. Carlos Escanciano

ECONOMETRIC THEORY (2006)

Article Economics

Generalized spectral tests for the martingale difference hypothesis

J. Carlos Escanciano et al.

JOURNAL OF ECONOMETRICS (2006)

Article Statistics & Probability

Goodness-of-fit tests for linear and nonlinear time series models

J. Carlos Escanciano

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2006)

Article Statistics & Probability

Global power functions of goodness of fit tests

A Janssen

ANNALS OF STATISTICS (2000)