A SIMPLE OMNIBUS OVERIDENTIFICATION SPECIFICATION TEST FOR...

A SIMPLE OMNIBUS OVERIDENTIFICATION SPECIFICATION TEST FOR TIME SERIES ECONOMETRIC MODELS

Domínguez, Manuel A., Lobato, Ignacio N.
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Volume:
31
Language:
english
Journal:
Econometric Theory
DOI:
10.1017/s0266466614000644
Date:
August, 2015
File:
PDF, 145 KB
english, 2015
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