Nonparametric specification tests for conditional duration models

Marcelo Fernandes and Joachim Grammig ()

Journal of Econometrics, 2005, vol. 127, issue 1, pages 35-68

Date: 2005
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Related works:
Working Paper: Nonparametric specification tests for conditional duration models (2003)
Working Paper: Non-Parametric Specification Tests for Conditional Duration Models (2000)
Working Paper: NON-PARAMETRIC SPECIFICATION TESTS FOR CONDITIONAL DURATION MODELS (2000)
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