LACK-OF-FIT TESTING OF THE CONDITIONAL MEAN FUNCTION IN A...

Econometric Theory 2012 / 12 Vol. 28; Iss. 6

LACK-OF-FIT TESTING OF THE CONDITIONAL MEAN FUNCTION IN A CLASS OF MARKOV MULTIPLICATIVE ERROR MODELS

Koul, Hira L., Perera, Indeewara, Silvapulle, Mervyn J.
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Volume:
28
Language:
english
Journal:
Econometric Theory
DOI:
10.1017/s0266466612000102
Date:
December, 2012
File:
PDF, 272 KB
english, 2012
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