Simultaneous Testing of Mean and Variance Structures in Nonlinear Time Series Models
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More about this item
Keywords
Bootstrap; empirical likelihood; goodness{of{ t test; kernel estimation; least squares empirical likelihood; rate-optimal test;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2010-11-06 (Econometrics)
- NEP-ETS-2010-11-06 (Econometric Time Series)
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