SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE

B-Tier
Journal: Econometric Theory
Year: 2011
Volume: 27
Issue: 2
Pages: 260-284

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper proposes a model specification testing procedure for parametric specification of the conditional mean function in a nonlinear time series model with long-range dependent. An asymptotically normal test is established even when long-range dependent is involved. To implement the proposed test in practice using a simulated example, a bootstrap simulation procedure is established to find a simulated critical value to compute both the size and power values of the proposed test.

Technical Details

RePEc Handle
repec:cup:etheor:v:27:y:2011:i:02:p:260-284_00
Journal Field
Econometrics
Author Count
3
Added to Database
2026-01-25