A data-driven nonparametric specification test for dynamic regression models
Year of publication: |
2006
|
---|---|
Authors: | Guay, Alain ; Guerre, Emmanuel |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 22.2006, 4, p. 543-586
|
Subject: | Regressionsanalyse | Regression analysis | Statistischer Test | Statistical test | Nichtparametrisches Verfahren | Nonparametric statistics |
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