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io-port 03664251
Mizon, Grayham E.
;
Hendry, David F.
An empirical application and Monte Carlo analysis of tests of dynamic specification.
(English)
Rev. Econ. Stud. 47, 21-45 (1980).
Keywords:
distributed lag analysis
;
stationary linear dynamic equations
;
asymptotic distributions
;
dynamic specification tests
;
finite sample properties
;
logistic response surfaces
;
asymptotic powers
;
common factor tests
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