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NON-NORMAL ERRORS
(1)
answer(s).
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Item
1
ID:
261945
Joint tests of non-nested models and general error spcification
/ Institute of Social and Economic Research, Osaka University, Osaka; Bera, Anil K.; McAleer, Michael; Pesaran, Hashem
Bera, Anil K.
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Summary/Abstract
Discussion Paper No. 197
Key Words
Locally equivalent alternative models
;
Non-normal errors
;
Pre-testing problem
;
Non-spherical errors
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