Delgado, Miguel A et al. <br/><br/>
Distribution free specification tests for dynamic linear models 
 2009 

 -  2009 
 - S105-S134  V.  12  Issue.   S1 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics
<br/><br/><label>Subjects--Index Terms: </label>Dynamic models;Empirical processes;Exogeneity;Goodness of fit;Local alternatives;Martingale decomposition;