Distribution-free specification tests for dynamic linear models (Q3406056): Difference between revisions
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Revision as of 10:49, 2 July 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)
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12 February 2010
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dynamic models
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empirical processes
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exogeneity
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goodness-of-fit
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local alternatives
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martingale decomposition
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