Title of article
Goodness of fit for lattice processes
Author/Authors
Hidalgo، نويسنده , , Javier، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2009
Pages
16
From page
113
To page
128
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 distributions of the tests are functionals of a Gaussian sheet process, say B ( ν ) , ν ∈ [ 0 , π ] d . Since 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 employing a bootstrap approach, showing its validity in our context.
Keywords
Goodness-of-fit tests , Bootstrap tests , Spectral domain , Spatial linear processes
Journal title
Journal of Econometrics
Serial Year
2009
Journal title
Journal of Econometrics
Record number
1559734
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