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Some properties of time series data and their use in econometric model specification
Granger, C. W. J. - In: Annals of applied econometrics (1981) 2, pp. 121-130
Persistent link: https://www.econbiz.de/10002517152
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Misspecified models with dependent observations
Domowitz, Ian; White, Halbert - In: Annals of applied econometrics 20 (1982) 1, pp. 35-58
Persistent link: https://www.econbiz.de/10002136404
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Model specification
White, Halbert - In: Annals of applied econometrics (1982) 3, pp. 1-157
Persistent link: https://www.econbiz.de/10003000586
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Non-nested models
White, Halbert - In: Annals of applied econometrics (1983) 1, pp. 1-160
Persistent link: https://www.econbiz.de/10003000604