Bootstrap specification tests for dynamic conditional distribution models
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Publication:6108286
DOI10.1016/j.jeconom.2022.08.006OpenAlexW4296876494MaRDI QIDQ6108286
Mervyn J. Silvapullé, Indeewara Perera
Publication date: 29 June 2023
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2022.08.006
GARCHgoodness-of-fitKolmogorov-Smirnov teststochastic recurrence equationslack-of-fit testresidual empirical process
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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Cites Work
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