Author of the publication

Central limit theorem for degenerate <i>U</i>-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing

, and . Journal of Nonparametric Statistics, 10 (3): 245--271 (1999)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Bootstrapping J-type tests for non-nested regression models, and . Economics Letters, 48 (2): 107--112 (May 1995)Average derivative estimation with errors-in-variables. Journal of Nonparametric Statistics, 4 (4): 395--407 (1995)Some higher-order theory for a consistent non-parametric model specification test, and . Journal of Statistical Planning and Inference, 109 (1-2): 125--154 (Jan 1, 2003)Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series, and . Journal of Econometrics, 91 (2): 373--401 (August 1999)A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS, and . Econometric Reviews, 21 (3): 337--352 (2002)On goodness-of-fit tests for weakly dependent processes using kernel method, and . Journal of Nonparametric Statistics, 11 (1): 337--360 (1999)Root-n-consistent estimation of partially linear time series models, and . Journal of Nonparametric Statistics, 11 (1): 251--269 (1999)A data-driven test for dispersive ordering. Statistics & Probability Letters, 41 (4): 331--336 (Feb 15, 1999)Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification, and . Journal of Econometrics, 135 (1-2): 125--154 (00 2006)Estimation of copula-based semiparametric time series models, and . Journal of Econometrics, 130 (2): 307--335 (February 2006)