Asymptotic distribution-free diagnostic tests for heteroskedastic time series models
Year of publication: |
2010
|
---|---|
Authors: | Escanciano, J. Carlos |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 26.2010, 3, p. 744-773
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
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