The pseudo-true score encompassing test for non-nested hypotheses
Year of publication: |
2002
|
---|---|
Authors: | Chen, Yi-Ting ; Kuan, Chung-Ming |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 106.2002, 2, p. 271-295
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
The pseudo-true score encompassing test for non-nested hypothesis
Chen, Yi-ting, (2002)
-
Time irreversibility and EGARCH effects in US stock index returns
Chen, Yi-ting, (2002)
-
A generalized Jarque-Bera test of conditional normality
Chen, Yi-ting, (2003)
- More ...