On the robustness of nonlinearity tests to moment condition failure
type: Item
instance of: scholarly article
title: On the robustness of nonlinearity tests to moment condition failure
zbMATH Open document ID: 0873.62126
DOI: 10.1016/0304-4076(95)01791-7
author: Pedro J. F. de Lima
published in: Journal of Econometrics
publication date: 1997-08-03T00:00:00Z
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 1042448
zbMATH Keywords: heavy-tailed distributions
zbMATH Keywords: simulation study
zbMATH Keywords: testing nonlinearities
zbMATH Keywords: moment condition failure
zbMATH Keywords: misspecification
zbMATH Keywords: conditional variance
zbMATH Keywords: nonexistence of moments
zbMATH Keywords: stock returns
MaRDI profile type: Publication
full work available at URL: 0304-4076(95)01791-7
OpenAlex ID: W2046325355
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description: scientific article; zbMATH DE number 1042448