References
- Bierens , H. J. 1982 . Consistent model specification tests . Journal of Econometrics , 20 : 105 – 134 .
- Bierens , H. J. and Ploberger , W. 1997 . Asymptotic theory of integrated conditional moment tests . Econometrica , 65 : 1129 – 1151 .
- De Jong , P. 1987 . A central limit theorem for generalized quadratic forms . Probab. Th. Rel. Fields , 75 : 261 – 277 .
- Dvoretzky , A. 1972 . Proc. Sixth Berkeley Symp. Math. Statist. Probab. . Central limit theorems for dependent random variables . 1972 . Vol. 2 , pp. 513 – 555 . Los Angeles : Univ. of California Press . (Eds., Lecam, L. et al.)
- Fan , Y. and Li , Q. 1996a . Consistent model specification tests: Omitted variables and semiparametric functional forms . Econometrica , 64 : 865 – 890 .
- Fan , Y. and Li , Q. 1996a . Consistent model specification tests: Omitted variables and semiparametric functional forms . Econometrica , 64 : 865 – 890 .
- Fan , Y. and Li , Q. 1997 . A consistent nonparametric test for linearity of AR(p) models . Economics Letters , 55 : 53 – 59 .
- Fuller , W. A. 1996 . Introduction to statistical time sereis , New York : John Wiley & Sons, Inc. .
- Hall , P. 1984 . Central limit theorem for integrated square error of multivariate nonparametric density estimators . Journal of Multivariate Analysis , 14 : 1 – 16 .
- Härdle , W. and Stoker , T. M. 1989 . Investigating smooth multiple regression by the method of average derivatives . Journal of the American Statistical Association , 84 : 986 – 995 .
- Hjellvik , V. and Tjostheim , D. 1995 . Nonparametric tests of linearity for time series . Biometrika , 82 : 351 – 368 .
- Hoeffding , W. 1948 . A class of statistics with aymptotically normal distribution . Ann. Math. Statist. , 19 : 293 – 325 .
- Khashimov , Sh. A. 1987 . On the asymptotic distribution of the generalized U-statistic for dependent variables . Theory of Probability and its Applications , 32 : 373 – 375 .
- Khashimov , Sh. A. 1988 . On limit theorems for the distributions of generalized von Mises functionals . Theory of Probability and its Applications , 33 : 566 – 571 .
- Khashimov , Sh. A. 1992 . Limiting behavior of generalized U-statistics of weakly dependent stationary processes . Theory of Probability and its Applications , 37 : 148 – 150 .
- Lee , A. J. 1990 . “ U-statistics: Theory and Practice ” . New York, Basel : Marcel Dekker, Inc .
- Li , Q. and Wang , S. 1996 . A simple consistent test for a parametric regression function. Forthcoming . Journal of Econometrics ,
- Linton , O. and Gozalo , P. 1995 . “ A nonparametric test of conditional independence ” . In Manuscript , Yale University . Manuscript
- Powell , J. L. , Stock , J. H. and Stoker , T. M. 1989 . Semiparametric estimation of weighted average derivatives . Econometrica , 57 : 1403 – 1430 .
- Robinson , P. M. 1989 . Hypothesis testing in semiparametric and nonparametric models for econometric time series . Review of Economic Studies , 56 : 511 – 534 .
- Stoker , T. M. 1989 . Tests of additive derivative constraints . Reveiw of Economic Studies , 56 : 535 – 552 .
- Takahata , H. and Yoshihara , K. 1987 . Central limit theorems for integrated square error of nonparametric density estimators based on absolutely regular random sequences . Yokohama Mathematical Journal , 35 : 95 – 111 .
- Tjostheim , D. 1994 . Nonlinear time series: A selective review . Scandinavian Journal of Statistics , 21 : 97 – 130 .
- White , H. 1994 . “ Estimation, Inference and Specification Analysis ” . In Econometric Society Monographs , No. 22 Cambridge University Press .
- Yoshihara , K. 1976 . Limiting behavior of U-statistics for stationary, absolutely regular processes. Z. . Wahrscheinlichkeitstheorie verw. Gebiete. , 35 : 237 – 252 .
- Yoshihara , K. 1989 . Limiting behavior of generalized quadratic forms generated by absolutely regular sequences II . Yokohama Mathematical Journal , 37 : 109 – 123 .
- Yoshihara , K. 1992 . Limiting behavior of generalized quadratic forms generated by regular sequences III . Yokohama Mathematical Journal , 40 : 1 – 9 .
- Zheng , J. X. 1993 . A consistent test of functional form via nonparametric estimation techinique . Journal of Econometrics , 75 : 263 – 289 .