The effect of fat-tailed error terms on the properties of systemwise RESET test (Q3161669): Difference between revisions

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The effect of fat-tailed error terms on the properties of systemwise RESET test
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    The effect of fat-tailed error terms on the properties of systemwise RESET test (English)
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    15 October 2010
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    systemwise test of functional misspecification
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    non-normal error terms
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    small sample properties
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