A general approach to conditional moment specification testing with projections
Xuexin Wang
| Year of publication: |
2018
|
|---|---|
| Authors: | Wang, Xuexin |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 37.2018, 1/5, p. 140-165
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| Subject: | conditional moment (CM) test | efficient tests | estimation effect removal | GARCH model specification testing | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Statistische Methodenlehre | Statistical theory | Schätzung | Estimation | Bootstrap-Verfahren | Bootstrap approach |