INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS

DOI10.1017/S0266466611000168zbMath1298.62033OpenAlexW2150382409MaRDI QIDQ5389956

Li Wang, Herman J. Bierens

Publication date: 24 April 2012

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466611000168

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)

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