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