A NONPARAMETRIC GOODNESS-OF-FIT-BASED TEST FOR CONDITIONAL HETEROSKEDASTICITY
نویسندگان
چکیده
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ژورنال
عنوان ژورنال: Econometric Theory
سال: 2012
ISSN: 0266-4666,1469-4360
DOI: 10.1017/s0266466612000278