Article
- Title:
- On the Robustness of Nonlinearity Tests to Moment Condition Failure
- Author:
-
Pedro Lima
(John Hopkins U)
- Journal:
-
Journal of Econometrics
- Year:
- 1997
- Volume:
- 76
- Pages:
- 251-280
- JEL codes:
-
C52 - Model Evaluation and Selection
C22 - Time-Series Models
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