Nonnested Testing for Competing Autoregressive Dynamic Models Estimated by Instrumental Variables

Author: Rebelo Efigénio   Do Valle Patrícia Oom   Nunes Rui  

Publisher: Taylor & Francis Ltd

ISSN: 0361-0926

Source: Communications in Statistics: Theory and Methods, Vol.41, Iss.20, 2012-10, pp. : 3799-3812

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Abstract