The sensitivity of nonparametric misspecification tests to disturbance autocorrelation
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More about this item
Keywordsnonparametric misspecification tests; serial correlation; central bank communication.;
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2008-05-24 (Econometrics)
- NEP-ETS-2008-05-24 (Econometric Time Series)
- NEP-MAC-2008-05-24 (Macroeconomics)
- NEP-ORE-2008-05-24 (Operations Research)
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