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On the use of artificial regressions in certain microeconometric models
Orme, Chris D. - In: Econometric theory 11 (1995) 2, pp. 290-305
Persistent link: https://www.econbiz.de/10001185252
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First-order asymptotic theory for parametric misspecification tests of GARCH models
Halunga, Andreea G.; Orme, Chris D. - In: Econometric theory 25 (2009) 2, pp. 364-410
Persistent link: https://www.econbiz.de/10003818296
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On the Use of Artificial Regressions in Certain Microeconometric Models
Orme, Chris - In: Econometric theory 11 (1995) 2, pp. 290-305
Persistent link: https://www.econbiz.de/10007007264
Cover Image
FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS
Halunga, Andreea G.; Orme, Chris D. - In: Econometric theory 25 (2009) 2, pp. 364-410
Persistent link: https://www.econbiz.de/10008211993