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Econometrics Paper
Specification testing for errors-in-variables models Taisuke Otsu and Luke Taylor
August 2016
Paper No' EM/2015/586:
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JEL Classification: C12


Tags: specification test; measurement errors; deconvolution

Econometrics Paper
SPECIFICATION FOR LATTICE PROCESSES Javier Hidalgo and Myung Hwan Seo
May 2013
Paper No' EM/2013/562:
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JEL Classification: C21; C23.


Tags: specification test; spatial processes; lattice; spectral domain; cusum; bootstrap.

Econometrics Paper
DIAGNOSTIC TESTING FOR COINTEGRATION Peter Robinson
September 2007
Paper No' EM/2007/522:
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JEL Classification: C32


Tags: fractional cointegration; diagnostic testing; specification testing; cointegrating rank; semiparametric estimation.