Heinen, Florian - Universität <Hannover> / Wirtschaftswissenschaftliche … - 2010
We consider a recently proposed class of nonlinear time series models and focus mainly onmisspecification testing for … models of such type. Following the modeling cycle for nonlineartime series models of specification, estimation and evaluation …:161–167.
Chen, Y. T. and Kuan, C. M. (2002). The peusdo-true score encompassing test for non-nested
hypotheses. Journal of …