scholarly journals Misspecification Testing in GARCH-MIDAS Models

2015 ◽  
Author(s):  
Christian Conrad ◽  
Melanie Schienle
Keyword(s):  
Misspecification Testing

scholarly journals Misspecification Testing in a Class of Conditional Distributional Models

2012 ◽  
Author(s):  
Christoph Rothe ◽  
Dominik Wied
Keyword(s):  
Misspecification Testing

scholarly journals Misspecification Testing: Non-Invariance of Expectations Models of Inflation

2013 ◽  
Vol 33 (5-6) ◽  
pp. 553-574 ◽  
Author(s):  
Jennifer L. Castle ◽  
Jurgen A. Doornik ◽  
David F. Hendry ◽  
Ragnar Nymoen
Keyword(s):  
Misspecification Testing

Methodology in Practice: Statistical Misspecification Testing

2004 ◽  
Vol 71 (5) ◽  
pp. 1007-1025 ◽  
Author(s):  
Deborah G. Mayo ◽  
Aris Spanos
Keyword(s):  
Misspecification Testing

scholarly journals Consistent Misspecification Testing in Spatial Autoregressive Models

2020 ◽  
Author(s):  
Jungyoon Lee ◽  
Peter C. B. Phillips ◽  
Francesca Rossi
Keyword(s):  
Autoregressive Models ◽  
Misspecification Testing ◽  
Spatial Autoregressive ◽  
Spatial Autoregressive Models

Testing for Nonstationarity Using Maximum Entropy Resampling: A Misspecification Testing Perspective

2008 ◽  
Vol 27 (4-6) ◽  
pp. 363-384 ◽  
Author(s):  
Andreas Koutris ◽  
Maria S. Heracleous ◽  
Aris Spanos
Keyword(s):  
Maximum Entropy ◽  
Misspecification Testing

Modelling the fertility-employment relationship: Simultaneity and misspecification testing

1989 ◽  
Vol 5 (2) ◽  
pp. 119-143 ◽  
Author(s):  
Michael Magdalinos ◽  
Hariclia Symeonidou
Keyword(s):  
Employment Relationship ◽  
Misspecification Testing

scholarly journals Semi-nonparametric estimation and misspecification testing of diffusion models

2011 ◽  
Vol 164 (2) ◽  
pp. 382-403 ◽  
Author(s):  
Dennis Kristensen
Keyword(s):  
Nonparametric Estimation ◽  
Diffusion Models ◽  
Misspecification Testing

Misspecification Testing for the Conditional Distribution Model in GARCH-Type Processes

2008 ◽  
Vol 28 (1-3) ◽  
pp. 209-224 ◽  
Author(s):  
Matteo Grigoletto ◽  
Corrado Provasi
Keyword(s):  
Conditional Distribution ◽  
Distribution Model ◽  
Misspecification Testing

Misspecification Testing: A Comprehensive Approach

1993 ◽  
Vol 75 (4) ◽  
pp. 1044-1055 ◽  
Author(s):  
Anya M. McGuirk ◽  
Paul Driscoll ◽  
Jeffrey Alwang
Keyword(s):  
Comprehensive Approach ◽  
Misspecification Testing

scholarly journals Misspecification Testing in a Class of Conditional Distributional Models

2013 ◽  
Vol 108 (501) ◽  
pp. 314-324 ◽  
Author(s):  
Christoph Rothe ◽  
Dominik Wied
Keyword(s):  
Misspecification Testing
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