A consistent model specification test with mixed discrete and continuous data

Cheng Hsiao, Qi Li and Jeffrey Scott Racine ()

Journal of Econometrics, 2007, vol. 140, issue 2, pages 802-826

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Working Paper: A Consistent Model Specification Test with Mixed Discrete and Continuous Data (2006)
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Journal of Econometrics is edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao, P. M. Robinson and A. Zellner

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