Bartlett Identities Tests.

In this note we propose a general testing procedure for parametric models based on Bartlett Identities.

Year of publication:	1999
Authors:	Chesher, A. ; Dhaene, G. ; Gourieroux, C. ; Scaillet, O.
Institutions:	Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
Subject:	INFORMATION \| TESTS

Series:	Papers.
Type of publication:	Book / Working Paper
Notes:	21 pages
Classification:	C12 - Hypothesis Testing ; C52 - Model Evaluation and Testing
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005634012