Consistent testing of functional form in time series models

James Davidson, Andreea Halunga

Research output: Chapter in Book/Report/Conference proceedingChapter

Original languageEnglish
Title of host publicationOriginal Article in Essays in Nonlinear Time Series Econometrics
EditorsNiels Haldrup , Mika Meitz , Pentti Saikkonen
Place of PublicationOxford, U. K.
PublisherOxford University Press
Pages28-56
ISBN (Print)9780199679959
Publication statusPublished - 2014

Cite this

Davidson, J., & Halunga, A. (2014). Consistent testing of functional form in time series models. In N. Haldrup , M. Meitz , & P. Saikkonen (Eds.), Original Article in Essays in Nonlinear Time Series Econometrics (pp. 28-56). Oxford, U. K.: Oxford University Press.