Nonparametric Distribution-Free Model Checks for Multivariate Dynamic Regressions
Author:
Publisher
Springer International Publishing
Link
http://link.springer.com/content/pdf/10.1007/978-3-319-02651-0_7
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3. Angrist JD, Kuersteiner GM (2011) Causal effects of monetary shocks: Semiparametric conditional independence tests with a multinomial propensity score. Rev Econ Stat 93:725–747
4. Bai J., 2003, Testing parametric conditional distributions of dynamic models. Review of Economics and Statistics 85:531–549
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