A Spline LR Test for Goodness-of-Fit

J. Huston McCulloch and E. Richard Percy, Jr.

No 123, Computing in Economics and Finance 2002 from Society for Computational Economics

Keywords: Goodness-of-Fit tests; nuisance parameters; cubic spline; Neyman smooth test; Lagrange Multiplier test; stable distributions; student t distributions (search for similar items in EconPapers)
JEL-codes: C12 C15 (search for similar items in EconPapers)
Date: 2002-07-01
New Economics Papers: this item is included in nep-ecm and nep-rmg
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Persistent link: https://EconPapers.repec.org/RePEc:sce:scecf2:123

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