LACK-OF-FIT TESTING OF THE CONDITIONAL MEAN FUNCTION IN A CLASS OF MARKOV MULTIPLICATIVE ERROR MODELS
| Year of publication: |
2012
|
|---|---|
| Authors: | Koul, Hira L. ; Perera, Indeewara ; Silvapulle, Mervyn J. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 28.2012, 6 (21.5.), p. 1283-1313
|