Essays on model selection
<p>This dissertation has two goals. Firstly, we consider the problem of model selection for nonlinear time series models and study an auxiliary-regression-based test for serial correlation. Under the assumption of martingale difference errors, rejection of the test would imply model misspecifi...
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| Άλλοι συγγραφείς: | |
| Μορφή: | Thesis |
| Γλώσσα: | English |
| Έκδοση: |
2021
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