Specification testing in nonlinear and nonstationary time series regression Publication details Journal: Annals of Statistics, vol. 37, p. 3893–3928, 2009 International Standard Numbers: Printed: 0090-5364 Electronic: 2168-8966 Links: DOI: doi.org/10.1214/09-AOS698 FULLTEKST: http://projecteuclid.org/euclid.aos/1256303531 You are here: Home Publications Scientific article Specification testing in nonlinear and nonstationary time series regression