Stochastically weighted average conditional moment tests of functional form

DOI10.1515/snde-2012-0019zbMath1506.62509OpenAlexW2094604209MaRDI QIDQ5881678

Jonathan B. Hill

Publication date: 13 March 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2012-0019

zbMATH Keywords

nonlinear regression modelsconsistent conditional moment testweighted average test

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) General nonlinear regression (62J02)

Related Items (1)

A smoothed \(p\)-value test when there is a nuisance parameter under the alternative

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