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Please use this identifier to cite or link to this item: https://hdl.handle.net/2440/52331
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dc.contributor.authorGao, J.-
dc.contributor.authorCasas, I.-
dc.date.issued2008-
dc.identifier.citationJournal of Econometrics, 2008; 147(1):131-140-
dc.identifier.issn0304-4076-
dc.identifier.urihttp://hdl.handle.net/2440/52331-
dc.description.statementofresponsibilityJiti Gao, Isabel Casas-
dc.language.isoen-
dc.publisherElsevier Science Sa-
dc.source.urihttp://dx.doi.org/10.1016/j.jeconom.2008.09.006-
dc.subjectContinuous-time diffusion process-
dc.subjectKernel method-
dc.subjectNonparametric testing-
dc.subjectPower function-
dc.subjectSize function-
dc.subjectTime series econometrics-
dc.titleSpecification testing in discretized diffusion models: Theory and practice-
dc.typeJournal article-
dc.identifier.doi10.1016/j.jeconom.2008.09.006-
pubs.publication-statusPublished-
Appears in Collections:Aurora harvest 5
Economics publications

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