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A consistent nonparametric test of ergodicity for time series with applications
Domowitz, Ian
;
El-Gamal, Mahmoud A.
- In:
Journal of Econometrics
102
(
2001
)
2
,
pp. 365-398
Persistent link: https://www.econbiz.de/10005192587
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Misspecified models with dependent observations
Domowitz, Ian
;
White, Halbert
- In:
Journal of Econometrics
20
(
1982
)
1
,
pp. 35-58
Persistent link: https://www.econbiz.de/10005122498
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