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A Robust Test of Exogeneity Based on Quantile Regressions

Journal of Statistical Computation and Simulation - United Kingdom
doi 10.1080/00949655.2017.1319947
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Abstract

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Categories
StatisticsProbabilityApplied MathematicsUncertaintySimulationModeling
Date

May 4, 2017

Authors
Tae-Hwan KimChristophe Muller
Publisher

Informa UK Limited


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