SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION
| Year of publication: |
2011
|
|---|---|
| Authors: | Xi Chen, Song ; Gao, Jiti |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 27.2011, 4 (3.3.), p. 792-844
|