A CONSISTENT CONDITIONAL MOMENT TEST OF FUNCTIONAL FORM

被引：221

|

作者：

BIERENS, HJ

机构：

来源：

ECONOMETRICA | 1990年 / 58卷 / 06期

关键词：

D O I：

10.2307/2938323

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

收藏

页码：1443 / 1458

页数：16

相关论文

共 50 条

[1] Stochastically weighted average conditional moment tests of functional form
Hill, Jonathan B.
STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS, 2013, 17 (02): : 121 - 139
[2] Consistent specification testing for conditional moment restrictions
Whang, YJ
ECONOMICS LETTERS, 2001, 71 (03) : 299 - 306
[3] A consistent test of functional form via nonparametric estimation techniques
Zheng, JX
JOURNAL OF ECONOMETRICS, 1996, 75 (02) : 263 - 289
[4] A consistent test of functional form via nonparametric estimation techniques
Department of Economics, University of Texas at Austin, Austin, TX 78712, United States
J Econom, 2 (263-289):
[5] A consistent test of conditional parametric distributions
Zheng, JX
ECONOMETRIC THEORY, 2000, 16 (05) : 667 - 691
[6] Consistent estimation of models defined by conditional moment restrictions
Domínguez, MA
Lobato, IN
ECONOMETRICA, 2004, 72 (05) : 1601 - 1615
[7] A Consistent Test for Multivariate Conditional Distributions
Li, Fuchun
Tkacz, Greg
ECONOMETRIC REVIEWS, 2011, 30 (03) : 251 - 273
[8] A consistent test for the functional form of a regression based on a difference of variance estimators
Dette, H
ANNALS OF STATISTICS, 1999, 27 (03): : 1012 - 1040
[9] Optimality for the integrated conditional moment test
Boning, WB
Sowell, F
ECONOMETRIC THEORY, 1999, 15 (05) : 710 - 718
[10] Kernel Conditional Moment Test via Maximum Moment Restriction
Muandet, Krikamol
Jitkrittum, Wittawat
Kuebler, Jonas M.
CONFERENCE ON UNCERTAINTY IN ARTIFICIAL INTELLIGENCE (UAI 2020), 2020, 124 : 41 - 50

← 1 2 3 4 5 →