A general approach to conditional moment specification testing with projections
Year of publication: |
2018
|
---|---|
Authors: | Wang, Xuexin |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 37.2018, 1/5, p. 140-165
|
Subject: | conditional moment (CM) test | efficient tests | estimation effect removal | GARCH model specification testing | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | ARCH-Modell | ARCH model | Modellierung | Scientific modelling |
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