Uniform in Bandwidth Tests of Specification for Conditional Moment Restrictions Models

Pascal Lavergne and Pierre E. Nguimkeu

Chapter 9 in Econometric Methods and Their Applications in Finance, Macro and Related Fields, 2014, pp 223-241 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The following sections are included:IntroductionFramework and Tests StatisticsAsymptotic Properties of the TestsBootstrap TestMonte Carlo SimulationsConclusionAppendixReferences

Keywords: Financial Econometrics; Applied Econometrics; Econometric Theory and Methods (search for similar items in EconPapers)
Date: 2014
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