Stochastically weighted average conditional moment tests of functional form
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Publication:5881678
DOI10.1515/snde-2012-0019zbMath1506.62509OpenAlexW2094604209MaRDI QIDQ5881678
Publication date: 13 March 2023
Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/snde-2012-0019
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) General nonlinear regression (62J02)
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Cites Work
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