Improving robust model selection tests for dynamic models (Q3004021): Difference between revisions

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Revision as of 10:19, 5 March 2024

scientific article
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Improving robust model selection tests for dynamic models
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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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