A self-normalizing approach to the specification test of mixed-frequency models
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Publication:4563504
DOI10.1080/03610926.2017.1332222zbMath1392.62055OpenAlexW2511804335MaRDI QIDQ4563504
Yeonwoo Rho, Henriette Groenvik
Publication date: 1 June 2018
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://digitalcommons.mtu.edu/etdr/127
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)
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