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Asymptotic Theory of Integrated Conditional Moment Tests - MaRDI portal

Asymptotic Theory of Integrated Conditional Moment Tests (Q4359767)

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scientific article; zbMATH DE number 1076408
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Asymptotic Theory of Integrated Conditional Moment Tests
scientific article; zbMATH DE number 1076408

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    Asymptotic Theory of Integrated Conditional Moment Tests (English)
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    14 December 1999
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    time series models
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    conditional moment test
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    test of functional form
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    local power
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    neural networks
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    admissibility
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