Nonparametric specification testing via the trinity of tests
type: Item
instance of: scholarly article
title: Nonparametric specification testing via the trinity of tests
zbMATH Open document ID: 1386.62014
author: Abhimanyu Gupta
published in: Journal of Econometrics
publication date: 2018-03-22T00:00:00Z
full work available at URL: trin website.pdf
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6852087
zbMATH Keywords: increasingly many parameters
zbMATH Keywords: central limit theorem
zbMATH Keywords: Lagrange multiplier test
zbMATH Keywords: Wald test
zbMATH Keywords: likelihood ratio test
zbMATH Keywords: nonparametric specification testing
zbMATH Keywords: series estimation
zbMATH Keywords: adaptive estimation
zbMATH Keywords: spatial autoregression
MaRDI profile type: Publication
OpenAlex ID: W2290614219
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DOI: 10.1016/J.JECONOM.2017.11.008
description: scientific article; zbMATH DE number 6852087