Specification Tests for the Error--Law in Vector Multiplicative Errors Models

Fuente: arXiv

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Bibliographic Details
Main Authors:	Hudecová, Šárka, Meintanis, Simos G.
Format:	Preprint
Published:	2025
Subjects:	Methodology Statistics Theory 62F03
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2509.06732