OPTIMALITY FOR THE INTEGRATED CONDITIONAL MOMENT TEST
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Publication:4512710
DOI10.1017/S026646669915504XzbMath1058.62681WikidataQ129661968 ScholiaQ129661968MaRDI QIDQ4512710
Wm. Brent Boning, Fallaw B. Sowell
Publication date: 1999
Published in: Econometric Theory (Search for Journal in Brave)
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Stochastically weighted average conditional moment tests of functional form ⋮ TESTING FOR TREATMENT DEPENDENCE OF EFFECTS OF A CONTINUOUS TREATMENT ⋮ A smoothed \(p\)-value test when there is a nuisance parameter under the alternative ⋮ On the Asymptotic Efficiency of Directional Models Checks for Regression ⋮ A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE ⋮ Testing for separability in structural equations ⋮ INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS ⋮ ON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTS ⋮ Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes
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