Lavergne, Pascal and Nguimkeu, Pierre (2014) Uniform in Bandwidth Tests of Specification for Conditional Moment Restrictions Models. In: Econometric Methods and Their Applications in Finance, Macro and Related Fields Kaddour Hadri and William Mikhail. Chapter Chapitre 9. pp. 223-241. ISBN 9789814513463

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Identification Number : 10.1142/9789814513470_0009

Abstract

The following sections are included:
Introduction, Framework and Tests Statistics, Asymptotic Properties of the Tests, Bootstrap Test, Monte Carlo Simulations, Conclusion, Appendix, References,

Item Type: Book Section
Language: English
Date: 2014
Uncontrolled Keywords: Conditional moment restrictions, Hypothesis testings, Smoothing methods, Empirical processes, Generalized-inverses, Bootstrap
JEL Classification: C12 - Hypothesis Testing
C14 - Semiparametric and Nonparametric Methods
C15 - Simulation Methods
C52 - Model Evaluation and Selection
Subjects: B- ECONOMIE ET FINANCE
Divisions: TSE-R (Toulouse)
Site: UT1
Date Deposited: 26 Jan 2022 13:10
Last Modified: 26 Jan 2022 13:11
OAI Identifier: oai:tse-fr.eu:126537
URI: https://publications.ut-capitole.fr/id/eprint/44247
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