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 9016612. - Vol. 22.2006, 4, p. 543-586
|
Saved in:
Saved in favorites
Similar items by person
-
Robust adaptive rate-optimal testing for the white noise hypothesis
Guay, Alain, (2013)
-
Adaptive rate-optimal detection of small autocorrelation coefficient
Guay, Alain, (2009)
-
Adaptive Rate-optimal Detection of Small Autocorrelation Coefficients
Guay, Alain, (2009)
- More ...