Asymptotic Theory of Integrated Conditional Moment Tests

DOI10.2307/2171881zbMath0927.62085OpenAlexW2109035959MaRDI QIDQ4359767

Herman J. Bierens, Werner Ploberger

Publication date: 14 December 1999

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/e9da5dde700b9dd90e6154a77000a6131aa4178b

zbMATH Keywords

neural networksadmissibilitylocal powertime series modelstest of functional formconditional moment test

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) General nonlinear regression (62J02)

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