TY  - JOUR

T1  - LACK-OF-FIT TESTING OF THE CONDITIONAL MEAN FUNCTION IN A CLASS OF MARKOV MULTIPLICATIVE ERROR MODELS

JO  - Econometric Theory

PY  - 2012/12/01

AU  - Koul HL

AU  - Perera I

AU  - Silvapulle MJ

ED  - 

DO  - DOI: 10.1017/s0266466612000102

PB  - Cambridge University Press (CUP)

VL  - 28

IS  - 6

SP  - 1283

EP  - 1312

Y2  - 2024/12/26

ER  -