Nonparametric specification testing via the trinity of tests (Q1706455)

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Nonparametric specification testing via the trinity of tests
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    Nonparametric specification testing via the trinity of tests (English)
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    22 March 2018
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    increasingly many parameters
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    central limit theorem
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    Lagrange multiplier test
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    Wald test
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    likelihood ratio test
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    nonparametric specification testing
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    series estimation
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    adaptive estimation
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    spatial autoregression
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