On the robustness of nonlinearity tests to moment condition failure (Q1362039)
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scientific article; zbMATH DE number 1042448
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| default for all languages | No label defined |
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| English | On the robustness of nonlinearity tests to moment condition failure |
scientific article; zbMATH DE number 1042448 |
Statements
On the robustness of nonlinearity tests to moment condition failure (English)
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3 August 1997
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heavy-tailed distributions
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simulation study
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testing nonlinearities
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moment condition failure
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misspecification
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conditional variance
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nonexistence of moments
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stock returns
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0.7926867008209229
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0.7883336544036865
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0.7731491923332214
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0.7724741101264954
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0.7676027417182922
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