A nonparametric test of a strong leverage hypothesis (2016)

First Author: Linton O
Attributed to:  Centre for the Microeconomic Analysis of Public Policy funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1016/j.jeconom.2016.02.018

Publication URI: http://dx.doi.org/10.1016/j.jeconom.2016.02.018

Type: Journal Article/Review

Parent Publication: Journal of Econometrics

Issue: 1