A general approach to conditional moment specification testing with projections (Q5034243)
From MaRDI portal
scientific article; zbMATH DE number 7481018
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A general approach to conditional moment specification testing with projections |
scientific article; zbMATH DE number 7481018 |
Statements
A general approach to conditional moment specification testing with projections (English)
0 references
24 February 2022
0 references
conditional moment (CM) test
0 references
efficient tests
0 references
estimation effect removal
0 references
GARCH model specification testing
0 references
0 references
0 references
0 references
0 references
