Distribution-free specification tests for dynamic linear models (Q3406056): Difference between revisions

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Property / DOI: 10.1111/j.1368-423X.2009.00280.x / rank
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Property / author: Miguel A. Delgado / rank
 
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Property / author: Javier Hidalgo / rank
 
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Property / MaRDI profile type: MaRDI publication profile / rank
 
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Property / cites work: Q5831514 / rank
 
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Property / DOI: 10.1111/J.1368-423X.2009.00280.X / rank
 
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Latest revision as of 05:19, 21 December 2024

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Distribution-free specification tests for dynamic linear models
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    Distribution-free specification tests for dynamic linear models (English)
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    12 February 2010
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    dynamic models
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    empirical processes
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    exogeneity
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    goodness-of-fit
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    local alternatives
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    martingale decomposition
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