Improving robust model selection tests for dynamic models (Q3004021)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Improving robust model selection tests for dynamic models |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improving robust model selection tests for dynamic models |
scientific article |
Statements
Improving robust model selection tests for dynamic models (English)
0 references
31 May 2011
0 references
autocorrelation
0 references
bootstrap
0 references
fixed-\(b\) asymptotics
0 references
heteroscedasticity
0 references
