Testing multiplicative error models using conditional moment tests
Year of publication: |
2008
|
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Authors: | Hautsch, Nikolaus |
Publisher: |
Berlin : Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk |
Subject: | Fehlerkorrekturmodell | Statistischer Test | Prognoseverfahren | Momentenmethode | Robustes Verfahren | Theorie | Robust conditional moment tests | finite sample properties | multiplicative error models | prediction errors |
Series: | SFB 649 Discussion Paper ; 2008,067 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 590225413 [GVK] hdl:10419/25310 [Handle] |
Classification: | C12 - Hypothesis Testing ; C22 - Time-Series Models ; C52 - Model Evaluation and Testing |
Source: |
-
Testing Multiplicative Error Models Using Conditional Moment Tests
Hautsch, Nikolaus, (2008)
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