On the sensitivity of Kernel-based Conditional Moment Tests to Unconsidered Local Alternatives

Eduardo Fé and Chris Orme ()

Economics Discussion Paper Series from Economics, The University of Manchester

Date: 2006
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Working Paper: On the Sensitivity of Kernel-based Tests of Conditional Moment Restrictions (2009)
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Persistent link: https://EconPapers.repec.org/RePEc:man:sespap:0606

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