Improving robust model selection tests for dynamic models (Q3004021): Difference between revisions
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Revision as of 09:19, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improving robust model selection tests for dynamic models |
scientific article |
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Improving robust model selection tests for dynamic models (English)
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31 May 2011
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autocorrelation
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bootstrap
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fixed-\(b\) asymptotics
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heteroscedasticity
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