Media type: E-Book Title: A model specification test for nonlinear stochastic diffusions with delay Contributor: Cai, Zongwu [VerfasserIn]; Mei, Hongwei [VerfasserIn]; Wang, Rui [VerfasserIn] imprint: Lawrence, Kansas: University of Kansas, Department of Economics, March 23, 2023 Published in: Working papers series in theoretical and applied economics ; 2023,1 Extent: 1 Online-Ressource (circa 18 Seiten) Language: English Keywords: Model specification test ; Stochastic differential equation with delay ; Moment estimator ; Ergodicity ; Invariant measure ; Non-Markovian property ; Graue Literatur Origination: Footnote: Access State: Open Access