Testing weak exogeneity in multiplicative error models (Q4555167)
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scientific article; zbMATH DE number 6981278
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| English | Testing weak exogeneity in multiplicative error models |
scientific article; zbMATH DE number 6981278 |
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Testing weak exogeneity in multiplicative error models (English)
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19 November 2018
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weak exogeneity
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multiplicative error model
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LM test
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market microstructure
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0.7940573692321777
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0.7813558578491211
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0.7729674577713013
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0.7642361521720886
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