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A joint specification test for response probabilities in unordered multinomial choice models
Iwasawa, Masamune, (2015)
A reality check for data snooping
White, Halbert, (2000)
Bootstrapping the information matrix test
Stomberg, Christopher, (2000)
Essays in honor of Aman Ullah
González-Rivera, Gloria, (2016)
Optimal forecast under structural breaks
Lee, Tae-hwy, (2022)
Forecasting under structural breaks using improved weighted estimation