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Type: Journal article
Title: Specification testing in discretized diffusion models: Theory and practice
Author: Gao, J.
Casas, I.
Citation: Journal of Econometrics, 2008; 147(1):131-140
Publisher: Elsevier Science Sa
Issue Date: 2008
ISSN: 0304-4076
Statement of
Jiti Gao, Isabel Casas
Keywords: Continuous-time diffusion process; Kernel method; Nonparametric testing; Power function; Size function; Time series econometrics
RMID: 0020083922
DOI: 10.1016/j.jeconom.2008.09.006
Appears in Collections:Economics publications

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