Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes
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Publication:5864457
DOI10.1080/07474938.2015.1114275OpenAlexW2277283263MaRDI QIDQ5864457
Publication date: 7 June 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938.2015.1114275
characteristic functionsconsistent testsstationary time seriesparametric conditional distributionssimulated integrated method of moments
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