A Simple Omnibus Overidentification Specification Test for Time Series Econometric Models

  1. Domínguez, M.A.
  2. Lobato, I.N.
Journal:
Econometric Theory

ISSN: 1469-4360 0266-4666

Year of publication: 2015

Volume: 31

Issue: 4

Pages: 891-910

Type: Article

DOI: 10.1017/S0266466614000644 GOOGLE SCHOLAR