Extended Neyman smooth goodness-of-fit tests, applied to competing heavy-tailed distributions
DOI10.1016/J.JECONOM.2012.08.018zbMATH Open1443.62493OpenAlexW2093331807MaRDI QIDQ528145FDOQ528145
Authors: J. Huston McCulloch, E. Richard jun. Percy
Publication date: 12 May 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://www.sciencedirect.com/science/article/pii/S0304407612002023
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