Distribution-free specification tests of conditional models
Year of publication: |
2008
|
---|---|
Authors: | Delgado, Miguel A. ; Stute, Winfried |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 143.2008, 1, p. 37-55
|
Subject: | Martingal | Martingale | Modellierung | Scientific modelling | Statistischer Test | Statistical test |
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