SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION
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Publication:5199498
DOI10.1017/S0266466610000502zbMath1219.62076MaRDI QIDQ5199498
Publication date: 16 August 2011
Published in: Econometric Theory (Search for Journal in Brave)
62G08: Nonparametric regression and quantile regression
62G10: Nonparametric hypothesis testing
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G09: Nonparametric statistical resampling methods
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