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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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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
Responsibility: 		Jiti Gao, Isabel Casas
Keywords: Continuous-time diffusion process
Kernel method
Nonparametric testing
Power function
Size function
Time series econometrics
DOI: 10.1016/j.jeconom.2008.09.006
Published version: http://dx.doi.org/10.1016/j.jeconom.2008.09.006
Appears in Collections:Aurora harvest 5
Economics publications

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