A DATA-DRIVEN NONPARAMETRIC SPECIFICATION TEST FOR DYNAMIC REGRESSION MODELS
| Year of publication: |
2006
|
|---|---|
| Authors: | Guay, Alain ; Guerre, Emmanuel |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 22.2006, 04, p. 543-586
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |