Signal Extraction Goodness-of-fit Diagnostic Tests Under Model Parameter Uncertainty: Formulations and Empirical Evaluation
Published in Econometric Reviews, 2017
Recommended citation: Blakely, C. and McElroy, T. (2017) "Signal Extraction Goodness-of-fit Diagnostic Tests Under Model Parameter Uncertainty: Formulations and Empirical Evaluation." Econometric Reviews 36(4), 447-467.