A DATA-DRIVEN NONPARAMETRIC SPECIFICATION TEST FOR DYNAMIC REGRESSION MODELS
| Year of publication: |
2006
|
|---|---|
| Authors: | Guay, Alain ; Guerre, Emmanuel |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 22.2006, 4, p. 543-586
|