Specification testing in discretized diffusion models: Theory and practice

Jiti Gao, Isabel Casas

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@article{35df873e94fc4973b2020ed99db6932a,

title = "Specification testing in discretized diffusion models: Theory and practice",

author = "Jiti Gao and Isabel Casas",

year = "2008",

doi = "10.1016/j.jeconom.2008.09.006",

language = "English",

volume = "147",

pages = "131 -- 140",

journal = "Journal of Econometrics",

issn = "0304-4076",

publisher = "Elsevier",

number = "1",

}