Improving robust model selection tests for dynamic models
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Publication:3004021
DOI10.1111/j.1368-423X.2010.00313.xzbMath1230.62149MaRDI QIDQ3004021
Nicholas M. Kiefer, Hwan-sik Choi
Publication date: 31 May 2011
Published in: Econometrics Journal (Search for Journal in Brave)
62P20: Applications of statistics to economics
62G10: Nonparametric hypothesis testing
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G20: Asymptotic properties of nonparametric inference
62P05: Applications of statistics to actuarial sciences and financial mathematics
62G09: Nonparametric statistical resampling methods
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