On the Rigour of Some Misspecification Tests for Modelling Dynamic Relationships (Q3709757): Difference between revisions

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On the Rigour of Some Misspecification Tests for Modelling Dynamic Relationships
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    On the Rigour of Some Misspecification Tests for Modelling Dynamic Relationships (English)
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    1986
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    dynamic relationships
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    regression models
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    misspecification tests
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    tests for serial correlation
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    predictive failure
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    models with lagged dependent variables
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