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A CONSISTENT CONDITIONAL MOMENT TEST OF FUNCTIONAL FORM
被引:225
作者
:
BIERENS, HJ
论文数:
0
引用数:
0
h-index:
0
BIERENS, HJ
机构
:
来源
:
ECONOMETRICA
|
1990年
/ 58卷
/ 06期
关键词
:
D O I
:
10.2307/2938323
中图分类号
:
F [经济];
学科分类号
:
02 ;
摘要
:
引用
收藏
页码:1443 / 1458
页数:16
相关论文
共 25 条
[1]
NEW LOOK AT STATISTICAL-MODEL IDENTIFICATION
[J].
AKAIKE, H
论文数:
0
引用数:
0
h-index:
0
机构:
INST STATISTICAL MATH, MINATO, TOKYO, JAPAN
INST STATISTICAL MATH, MINATO, TOKYO, JAPAN
AKAIKE, H
.
IEEE TRANSACTIONS ON AUTOMATIC CONTROL,
1974,
AC19
(06)
:716
-723
[2]
ARMAX MODEL-SPECIFICATION TESTING, WITH AN APPLICATION TO UNEMPLOYMENT IN THE NETHERLANDS
[J].
BIERENS, HJ
论文数:
0
引用数:
0
h-index:
0
BIERENS, HJ
.
JOURNAL OF ECONOMETRICS,
1987,
35
(01)
:161
-190
[3]
CONSISTENT MODEL-SPECIFICATION TESTS
[J].
BIERENS, HJ
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MINNESOTA,MINNEAPOLIS,MN 55455
UNIV MINNESOTA,MINNEAPOLIS,MN 55455
BIERENS, HJ
.
JOURNAL OF ECONOMETRICS,
1982,
20
(01)
:105
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[4]
MODEL-SPECIFICATION TESTING OF TIME-SERIES REGRESSIONS
[J].
BIERENS, HJ
论文数:
0
引用数:
0
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BIERENS, HJ
.
JOURNAL OF ECONOMETRICS,
1984,
26
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:323
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[5]
NON-LINEAR REGRESSION WITH DISCRETE EXPLANATORY VARIABLES, WITH AN APPLICATION TO THE EARNINGS FUNCTION
[J].
BIERENS, HJ
论文数:
0
引用数:
0
h-index:
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机构:
UNIV AMSTERDAM,1011 NH AMSTERDAM,NETHERLANDS
UNIV AMSTERDAM,1011 NH AMSTERDAM,NETHERLANDS
BIERENS, HJ
;
HARTOG, J
论文数:
0
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UNIV AMSTERDAM,1011 NH AMSTERDAM,NETHERLANDS
UNIV AMSTERDAM,1011 NH AMSTERDAM,NETHERLANDS
HARTOG, J
.
JOURNAL OF ECONOMETRICS,
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:269
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[6]
ARMA MEMORY INDEX MODELING OF ECONOMIC TIME-SERIES
[J].
BIERENS, HJ
论文数:
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引用数:
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机构:
FREE UNIV AMSTERDAM,1007 MC AMSTERDAM,NETHERLANDS
FREE UNIV AMSTERDAM,1007 MC AMSTERDAM,NETHERLANDS
BIERENS, HJ
.
ECONOMETRIC THEORY,
1988,
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(01)
:35
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[7]
BILLINGLEY P, 1968, CONVERGENCE PROBABIL
[8]
AN ELASTICITY CAN BE ESTIMATED CONSISTENTLY WITHOUT A PRIORI KNOWLEDGE OF FUNCTIONAL FORM
[J].
ELBADAWI, I
论文数:
0
引用数:
0
h-index:
0
机构:
NORTHWESTERN UNIV, EVANSTON, IL 60201 USA
ELBADAWI, I
;
GALLANT, AR
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ECONOMETRICA,
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:1731
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[9]
PROJECTION PURSUIT REGRESSION
[J].
FRIEDMAN, JH
论文数:
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引用数:
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机构:
STANFORD UNIV,DEPT STAT,STANFORD,CA 94305
STANFORD UNIV,DEPT STAT,STANFORD,CA 94305
FRIEDMAN, JH
;
STUETZLE, W
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,DEPT STAT,STANFORD,CA 94305
STANFORD UNIV,DEPT STAT,STANFORD,CA 94305
STUETZLE, W
.
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,
1981,
76
(376)
:817
-823
[10]
UNBIASED DETERMINATION OF PRODUCTION TECHNOLOGIES
[J].
GALLANT, AR
论文数:
0
引用数:
0
h-index:
0
机构:
COLEGIO POSTGRAD, CTR ESTAD & CALCULO, CHAPINGO, MEXICO
GALLANT, AR
.
JOURNAL OF ECONOMETRICS,
1982,
20
(02)
:285
-323
←
1
2
3
→
共 25 条
[1]
NEW LOOK AT STATISTICAL-MODEL IDENTIFICATION
[J].
AKAIKE, H
论文数:
0
引用数:
0
h-index:
0
机构:
INST STATISTICAL MATH, MINATO, TOKYO, JAPAN
INST STATISTICAL MATH, MINATO, TOKYO, JAPAN
AKAIKE, H
.
IEEE TRANSACTIONS ON AUTOMATIC CONTROL,
1974,
AC19
(06)
:716
-723
[2]
ARMAX MODEL-SPECIFICATION TESTING, WITH AN APPLICATION TO UNEMPLOYMENT IN THE NETHERLANDS
[J].
BIERENS, HJ
论文数:
0
引用数:
0
h-index:
0
BIERENS, HJ
.
JOURNAL OF ECONOMETRICS,
1987,
35
(01)
:161
-190
[3]
CONSISTENT MODEL-SPECIFICATION TESTS
[J].
BIERENS, HJ
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MINNESOTA,MINNEAPOLIS,MN 55455
UNIV MINNESOTA,MINNEAPOLIS,MN 55455
BIERENS, HJ
.
JOURNAL OF ECONOMETRICS,
1982,
20
(01)
:105
-134
[4]
MODEL-SPECIFICATION TESTING OF TIME-SERIES REGRESSIONS
[J].
BIERENS, HJ
论文数:
0
引用数:
0
h-index:
0
BIERENS, HJ
.
JOURNAL OF ECONOMETRICS,
1984,
26
(03)
:323
-353
[5]
NON-LINEAR REGRESSION WITH DISCRETE EXPLANATORY VARIABLES, WITH AN APPLICATION TO THE EARNINGS FUNCTION
[J].
BIERENS, HJ
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV AMSTERDAM,1011 NH AMSTERDAM,NETHERLANDS
UNIV AMSTERDAM,1011 NH AMSTERDAM,NETHERLANDS
BIERENS, HJ
;
HARTOG, J
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV AMSTERDAM,1011 NH AMSTERDAM,NETHERLANDS
UNIV AMSTERDAM,1011 NH AMSTERDAM,NETHERLANDS
HARTOG, J
.
JOURNAL OF ECONOMETRICS,
1988,
38
(03)
:269
-299
[6]
ARMA MEMORY INDEX MODELING OF ECONOMIC TIME-SERIES
[J].
BIERENS, HJ
论文数:
0
引用数:
0
h-index:
0
机构:
FREE UNIV AMSTERDAM,1007 MC AMSTERDAM,NETHERLANDS
FREE UNIV AMSTERDAM,1007 MC AMSTERDAM,NETHERLANDS
BIERENS, HJ
.
ECONOMETRIC THEORY,
1988,
4
(01)
:35
-59
[7]
BILLINGLEY P, 1968, CONVERGENCE PROBABIL
[8]
AN ELASTICITY CAN BE ESTIMATED CONSISTENTLY WITHOUT A PRIORI KNOWLEDGE OF FUNCTIONAL FORM
[J].
ELBADAWI, I
论文数:
0
引用数:
0
h-index:
0
机构:
NORTHWESTERN UNIV, EVANSTON, IL 60201 USA
ELBADAWI, I
;
GALLANT, AR
论文数:
0
引用数:
0
h-index:
0
机构:
NORTHWESTERN UNIV, EVANSTON, IL 60201 USA
GALLANT, AR
;
SOUZA, G
论文数:
0
引用数:
0
h-index:
0
机构:
NORTHWESTERN UNIV, EVANSTON, IL 60201 USA
SOUZA, G
.
ECONOMETRICA,
1983,
51
(06)
:1731
-1751
[9]
PROJECTION PURSUIT REGRESSION
[J].
FRIEDMAN, JH
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,DEPT STAT,STANFORD,CA 94305
STANFORD UNIV,DEPT STAT,STANFORD,CA 94305
FRIEDMAN, JH
;
STUETZLE, W
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,DEPT STAT,STANFORD,CA 94305
STANFORD UNIV,DEPT STAT,STANFORD,CA 94305
STUETZLE, W
.
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,
1981,
76
(376)
:817
-823
[10]
UNBIASED DETERMINATION OF PRODUCTION TECHNOLOGIES
[J].
GALLANT, AR
论文数:
0
引用数:
0
h-index:
0
机构:
COLEGIO POSTGRAD, CTR ESTAD & CALCULO, CHAPINGO, MEXICO
GALLANT, AR
.
JOURNAL OF ECONOMETRICS,
1982,
20
(02)
:285
-323
←
1
2
3
→