On the limit behavior of a chi-square type test if the number of conditional moments tested approaches infinity preliminary version

R.M. Jong and Herman Bierens (hbierens@psu.edu)
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R.M. Jong: Vrije Universiteit Amsterdam, Faculteit der Economische Wetenschappen en Econometrie (Free University Amsterdam, Faculty of Economics Sciences, Business Administration and Economitrics

No 35, Serie Research Memoranda from VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics

Date: 1991
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