Distribution-free specification tests for dynamic linear models
Miguel A. Delgado, Javier Hidalgo and Carlos Velasco
| Year of publication: |
2009
|
|---|---|
| Authors: | Delgado, Miguel A. ; Hidalgo, Javier ; Velasco, Carlos |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 12.2009, S1, p. 105-134
|
| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Modellierung | Scientific modelling | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003876439