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A misspecification test for multiplicative error models of non-negative time series processes

A misspecification test for multiplicative error models of non-negative time series processes

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GAO, Jiti, Nam-Hyun KIM, Patrick W. SAART, 2015. A misspecification test for multiplicative error models of non-negative time series processes. In: Journal of Econometrics. 189(2), pp. 346-359. ISSN 0304-4076. eISSN 1872-6895. Available under: doi: 10.1016/j.jeconom.2015.03.028

@article{Gao2015missp-32758, title={A misspecification test for multiplicative error models of non-negative time series processes}, year={2015}, doi={10.1016/j.jeconom.2015.03.028}, number={2}, volume={189}, issn={0304-4076}, journal={Journal of Econometrics}, pages={346--359}, author={Gao, Jiti and Kim, Nam-Hyun and Saart, Patrick W.} }

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