An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification (Q3862307)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification |
scientific article |
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An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification (English)
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1980
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distributed lag analysis
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stationary linear dynamic equations
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asymptotic distributions
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dynamic specification tests
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finite sample properties
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logistic response surfaces
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asymptotic powers
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common factor tests
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