A general approach to conditional moment specification testing with projections (Q5034243)
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scientific article; zbMATH DE number 7481018
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A general approach to conditional moment specification testing with projections |
scientific article; zbMATH DE number 7481018 |
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A general approach to conditional moment specification testing with projections (English)
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24 February 2022
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conditional moment (CM) test
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efficient tests
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estimation effect removal
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GARCH model specification testing
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0.7963062524795532
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0.7944098114967346
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0.7812768220901489
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0.7788416147232056
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0.7755715250968933
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