A DATA-DRIVEN NONPARAMETRIC SPECIFICATION TEST FOR DYNAMIC REGRESSION MODELS (Q3408512)

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A DATA-DRIVEN NONPARAMETRIC SPECIFICATION TEST FOR DYNAMIC REGRESSION MODELS
scientific article

    Statements

    title
    A DATA-DRIVEN NONPARAMETRIC SPECIFICATION TEST FOR DYNAMIC REGRESSION MODELS (English)
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    author
    Alain Guay
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    Emmanuel Guerre
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    publication date
    14 November 2006
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    cites work

    Identifiers

    Mathematics Subject Classification ID
    62G10
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    62G20
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    62M10
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    zbMATH DE Number
    5071768
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