SPECIFICATION TESTS FOR MULTIPLICATIVE ERROR MODELS

Econometric Theory 2017 / 04 Vol. 33; Iss. 2

SPECIFICATION TESTS FOR MULTIPLICATIVE ERROR MODELS

Perera, Indeewara, Silvapulle, Mervyn J.
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Volume:
33
Language:
english
Journal:
Econometric Theory
DOI:
10.1017/s026646661500047x
Date:
April, 2017
File:
PDF, 281 KB
english, 2017
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