Bootstrap specification tests for diffusion processes

Journal of Econometrics 2005 Vol. 124; Iss. 1

Bootstrap specification tests for diffusion processes

Valentina Corradi, Norman R. Swanson
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Volume:
124
Year:
2005
Language:
english
Pages:
32
DOI:
10.1016/j.jeconom.2004.02.013
File:
PDF, 453 KB
english, 2005
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