The effect of fat-tailed error terms on the properties of systemwise RESET test (Q3161669): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The effect of fat-tailed error terms on the properties of systemwise RESET test |
scientific article |
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The effect of fat-tailed error terms on the properties of systemwise RESET test (English)
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15 October 2010
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systemwise test of functional misspecification
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non-normal error terms
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small sample properties
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