Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes
Herman J. Bierens and Li Wang
| Year of publication: |
2017
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|---|---|
| Authors: | Bierens, Herman J. ; Wang, Li |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 36.2017, 1/3, p. 103-135
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| Subject: | Characteristic functions | consistent tests | parametric conditional distributions | simulated integrated method of moments | stationary time series | Zeitreihenanalyse | Time series analysis | Simulation | Schätztheorie | Estimation theory | Statistische Methodenlehre | Statistical theory | Momentenmethode | Method of moments | Nichtparametrisches Verfahren | Nonparametric statistics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2015.1114275 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011795009