Prediction-Based Tests for Misspecification in Nonlinear Simultaneous Systems

Author

Roberto S. Mariano, Singapore Management UniversityFollow
B.W. Brown

Publication Type

Book Chapter

Publication Date

1983

Discipline

Economics

Publication

Studies in Econometrics, Multivariate Statistics and Time Series Analysis

First Page

131-151

Identifier

10.1016/B978-0-12-398750-1.50012-7

Citation

Mariano, Roberto S. and Brown, B.W.. Prediction-Based Tests for Misspecification in Nonlinear Simultaneous Systems. (1983). Studies in Econometrics, Multivariate Statistics and Time Series Analysis. 131-151.
Available at: https://ink.library.smu.edu.sg/soe_research/1108

Additional URL

https://doi.org/10.1016/B978-0-12-398750-1.50012-7