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The null and non-null asymptotic distribution of the Cox test for multivariate nonlinear regression: Alternatives and a new distribution-free Cox test

Victor Aguirre-Torres and A. Gallant

Journal of Econometrics, 1983, vol. 21, issue 1, 5-33

Date: 1983
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Journal of Econometrics is currently edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

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