M tests with a new normalization matrix
Year of publication: |
2015
|
---|---|
Authors: | Chen, Yi-ting ; Qu, Zhongjun |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 34.2015, 1/5, p. 617-652
|
Subject: | Hypothesis testing | Misspecification | Model diagnostics | Self-normalization | Statistischer Test | Statistical test | Schätztheorie | Estimation theory | Statistische Methodenlehre | Statistical theory |
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