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Keyword: spectral domain;
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Javier Hidalgo and Myung Hwan Seo
We consider an omnibus test for the correct speci…cation of the dynamics of a sequence fx (t)gt2Zd in a lattice. As it happens with causal models and d = 1, its asymptotic distribution is not pivotal and depends on the e...Read more...
15 May 2013