A CONSISTENT CONDITIONAL MOMENT TEST OF FUNCTIONAL FORM

被引:221
|
作者
BIERENS, HJ
机构
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
  • [41] SIMULATED CONDITIONAL MOMENT TESTS
    ORME, C
    ECONOMICS LETTERS, 1995, 49 (03) : 239 - 245
  • [42] Testing conditional moment restrictions
    Tripathi, G
    Kitamura, Y
    ANNALS OF STATISTICS, 2003, 31 (06): : 2059 - 2095
  • [43] A joint test for functional form and random individual effects
    Li, D
    ECONOMETRIC THEORY, 1998, 14 (01) : 154 - 156
  • [44] On the functional form of temporal discounting: An optimized adaptive test
    Cavagnaro, Daniel R.
    Aranovich, Gabriel J.
    McClure, Samuel M.
    Pitt, Mark A.
    Myung, Jay I.
    JOURNAL OF RISK AND UNCERTAINTY, 2016, 52 (03) : 233 - 254
  • [45] On the functional form of temporal discounting: An optimized adaptive test
    Daniel R. Cavagnaro
    Gabriel J. Aranovich
    Samuel M. McClure
    Mark A. Pitt
    Jay I. Myung
    Journal of Risk and Uncertainty, 2016, 52 : 233 - 254
  • [46] A score test for Box-Cox functional form
    Yang, ZL
    Abeysinghe, T
    ECONOMICS LETTERS, 2003, 79 (01) : 107 - 115
  • [47] Effect of the conditional scalar dissipation rate in the conditional moment closure
    Fox, Rodney O.
    PHYSICS OF FLUIDS, 2020, 32 (11)
  • [48] Consistent Conditional Moment Closure Modelling of a Lifted Turbulent Jet Flame Using the Presumed beta-PDF Approach
    El Sayed, Ahmad
    Fraser, Roydon A.
    JOURNAL OF COMBUSTION, 2014, 2014
  • [49] Consistent specification testing for conditional symmetry
    Zheng, JX
    ECONOMETRIC THEORY, 1998, 14 (01) : 139 - 149
  • [50] Consistent tests for conditional treatment effects
    Hsu, Yu-Chin
    ECONOMETRICS JOURNAL, 2017, 20 (01): : 1 - 22