Goodness of fit for lattice processes
Abstract: The paper discusses tests for the correct specification of a model when data is observed in a d-dimensional lattice, extending previous work when the data is collected in the real line. As it happens with the latter type of data, the asymptotic distribution of the tests are functionals of a Gaussian sheet process, say B(ν), ν∈[0,π]d. Because it is not easy to find a time transformation h(ν) such that B(h(ν)) becomes the standard Brownian sheet, a consequence is that the critical values are difficult, if at all possible, to obtain. So, to overcome the problem of its implementation, we propose to employ a bootstrap approach, showing its validity in our context
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- Extent
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Online-Ressource
- Language
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Englisch
- Notes
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Postprint
begutachtet (peer reviewed)
In: Journal of Econometrics ; 151 (2009) 2 ; 113-128
- Event
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Veröffentlichung
- (where)
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Mannheim
- (when)
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2009
- Creator
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Hidalgo, Javier
- DOI
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10.1016/j.jeconom.2009.03.003
- URN
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urn:nbn:de:0168-ssoar-233523
- Rights
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Open Access unbekannt; Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
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25.03.2025, 1:54 PM CET
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Associated
- Hidalgo, Javier
Time of origin
- 2009
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