Murteira, José; Ramalho, Esmeralda; Ramalho, Joaquim - Grupo de Estudos Monetários e Financeiros (GEMF), … - 2011
to the choice of parametric restriction on which the Wald statistics are based, so the supremum of a range of individual … test statistics is proposed. Two versions of a supremum-based test are considered: the first version, easier to implement …