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

Research Areas

Econometrics

Publication

Studies in Econometrics, Multivariate Statistics and Time Series Analysis

First Page

131

Last Page

151

ISBN

9780123987501

Identifier

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

Publisher

Academic Press

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/556

Additional URL

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