Bierens, H.J.; Ploberger, W. - Tilburg University, Center for Economic Research - 1995
In this paper we derive the asymptotic distribution of the test statistic of a generalized version of the integrated conditional moment (ICM) test of Bierens (1982, 1984), under a class of Vn-local alternatives, where n is the sample size. The generalized version involved includes neural network...