• 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