Distribution-free specification tests for dynamic linear models
Year of publication: |
2009
|
---|---|
Authors: | Delgado, Miguel A. ; Hidalgo, Javier ; Velasco, Carlos |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 12.2009, S1, p. 105-134
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Modellierung | Scientific modelling | Statistischer Test | Statistical test |
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