On the Rigour of Some Misspecification Tests for Modelling Dynamic Relationships
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Publication:3709757
DOI10.2307/2297649zbMath0585.62190OpenAlexW2045069994MaRDI QIDQ3709757
Publication date: 1986
Published in: The Review of Economic Studies (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/ba1661f8ad1d45f7cf7099343289aaf5f0d2c193
regression modelsmisspecification testsdynamic relationshipstests for serial correlationmodels with lagged dependent variablespredictive failure
Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03) Monte Carlo methods (65C05)
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