Distribution-free specification tests for dynamic linear models (Q3406056): Difference between revisions
From MaRDI portal
Removed claims |
Changed an Item |
||
| Property / author | |||
| Property / author: Miguel A. Delgado / rank | |||
Normal rank | |||
| Property / author | |||
| Property / author: Javier Hidalgo / rank | |||
Normal rank | |||
Revision as of 16:37, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distribution-free specification tests for dynamic linear models |
scientific article |
Statements
Distribution-free specification tests for dynamic linear models (English)
0 references
12 February 2010
0 references
dynamic models
0 references
empirical processes
0 references
exogeneity
0 references
goodness-of-fit
0 references
local alternatives
0 references
martingale decomposition
0 references
