An empirical likelihood goodness‐of‐fit test for time series
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DOI: 10.1111/1467-9868.00408
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- Chen, Song Xi & Härdle, Wolfgang & Kleinow, Torsten, 2000. "An empirical likelihood goodness-of-fit test for time series," SFB 373 Discussion Papers 2001,1, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
References listed on IDEAS
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