A simple omnibus overidentification specification test for time series econometric models
Year of publication: |
2015
|
---|---|
Authors: | Dominguez, Manuel A. ; Lobato, Ignacio N. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 31.2015, 4, p. 891-910
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Modellierung | Scientific modelling |
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