Entropy test and residual empirical process for autoregressive conditional duration models (Q1663317): Difference between revisions

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+https://doi.org/10.1016/j.csda.2014.12.006
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+Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach
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+A nonlinear autoregressive conditional duration model with applications to financial transaction data
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+Publication:1663317