Tools
Tools
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
Official URL : http://tse-fr.eu/pub/126537
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 |
