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

[31] Integrated conditional moment test and beyond: when the number of covariates is divergent
Tan, Falong
Zhu, Lixing
BIOMETRIKA, 2022, 109 (01) : 103 - 122
[32] A consistent bootstrap test for conditional density functions with time-series data
Li, Fuchun
Tkacz, Greg
JOURNAL OF ECONOMETRICS, 2006, 133 (02) : 863 - 886
[33] A consistent nonparametric test of parametric regression models under conditional quantile restrictions
Zheng, JX
ECONOMETRIC THEORY, 1998, 14 (01) : 123 - 138
[34] CONSISTENT GMM RESIDUALS-BASED TESTS OF FUNCTIONAL FORM
Hill, Jonathan B.
ECONOMETRIC REVIEWS, 2013, 32 (03) : 361 - 383
[35] New test statistics for hypothesis testing of parameters in conditional moment restriction models
Chen, Ziqi
Zhou, Yan
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2019, 48 (10) : 2521 - 2528
[36] An improved generalized spectral test for conditional mean models in time series with conditional heteroskedasticity of unknown form
Hong, Yongmiao
Lee, Yoon-Jin
ECONOMETRIC THEORY, 2007, 23 (01) : 106 - 154
[37] A TEST FOR FUNCTIONAL FORM AGAINST NONPARAMETRIC ALTERNATIVES
WOOLDRIDGE, JM
ECONOMETRIC THEORY, 1992, 8 (04) : 452 - 475
[38] CONSTRUCTION OF CONSISTENT CONDITIONAL DISTRIBUTIONS
KUZNETSOV, SE
THEORY OF PROBABILITY AND ITS APPLICATIONS, 1981, 26 (03) : 633 - 634
[39] A consistent specification test for functional linear quantile regression models
Xia, Lili
Zhang, Zhongzhan
Shi, Gongming
STATISTICS AND ITS INTERFACE, 2024, 17 (04) : 649 - 667
[40] INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS
Bierens, Herman J.
Wang, Li
ECONOMETRIC THEORY, 2012, 28 (02) : 328 - 362

← 1 2 3 4 5 →