Distribution-free specification tests for dynamic linear models

  • Miguel A. Delgado, Javier Hidalgo, Carlos Velasco
  • Econometrics Journal, January 2009, Oxford University Press (OUP)
  • DOI: 10.1111/j.1368-423x.2009.00280.x

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http://dx.doi.org/10.1111/j.1368-423x.2009.00280.x

The following have contributed to this page: Professor Carlos Velasco