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Model selection tests for nonlinear dynamic models
Rivers, Douglas; Vuong, Quang H. - In: The econometrics journal 5 (2002) 1, pp. 1-39
Persistent link: https://www.econbiz.de/10001683689
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Model selection tests for nonlinear dynamic models
Rivers, Douglas; Vuong, Quang - In: The econometrics journal 5 (2002) 1, pp. 1-39
Persistent link: https://www.econbiz.de/10007477024
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Testing for parameter change epochs in GARCH time series
Richter, Stefan; Wang, Weining; Wu, Wei Biao - In: The econometrics journal 26 (2023) 3, pp. 467-491
Persistent link: https://www.econbiz.de/10014391712