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Testing weak exogeneity in multiplicative error models - MaRDI portal

Testing weak exogeneity in multiplicative error models (Q4555167)

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scientific article; zbMATH DE number 6981278
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English
Testing weak exogeneity in multiplicative error models
scientific article; zbMATH DE number 6981278

    Statements

    title
    Testing weak exogeneity in multiplicative error models (English)
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    author
    Kul B. Luintel
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    Yongdeng Xu
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    publication date
    19 November 2018
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    zbMATH Keywords
    weak exogeneity
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    multiplicative error model
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    LM test
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    market microstructure
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    Identifiers

    zbMATH DE Number
    6981278
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    OpenAlex ID
    W2594922233
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