Specification testing for regression models with dependent data

J. Hidalgo

Journal of Econometrics, 2008, vol. 143, issue 1, pages 143-165

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Working Paper: SPECIFICATION TESTING FORREGRESSION MODELS WITHDEPENDENT DATA (2007)
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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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