A consistent model specification test with mixed discrete and continuous data

Cheng Hsiao, Qi Li and Jeffrey Racine

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

Date: 2007
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Working Paper: A Consistent Model Specification Test with Mixed Discrete and Continuous Data (2006)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:140:y:2007:i:2:p:802-826

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