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Neyman's smooth test and its applications in econometrics
Bera, Anil K.; Ghosh, Aurobindo - In: Handbook of applied econometrics and statistical inference, (pp. 177-230). 2002
Persistent link: https://www.econbiz.de/10001701974
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Determining an optimal window size for modeling volatility
Yew, Xavier Chee Hoong; McAleer, Michael; Ling, Shiqing - In: Handbook of applied econometrics and statistical inference, (pp. 443-467). 2002
Persistent link: https://www.econbiz.de/10001701988