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Distribution free specification tests for dynamic linear models

Delgado, Miguel A et al.

Distribution free specification tests for dynamic linear models 2009 - 2009 - S105-S134 V. 12 Issue. S1

Subjects--Topical Terms:
Econometrics

Subjects--Index Terms: Dynamic models;Empirical processes;Exogeneity;Goodness of fit;Local alternatives;Martingale decomposition;

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