Integrated conditional moment tests for parametric conditional distributions
Year of publication: |
2012
|
---|---|
Authors: | Bierens, Herman J. ; Wang, Li |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 28.2012, 2, p. 328-362
|
Subject: | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Zeitreihenanalyse | Time series analysis |
-
Tail estimation and conditional modeling of heteroscedastic time-series
Paolella, Marc S., (1999)
-
Approximations to the distribution of conditional moment test statistics
Smith, Richard J., (2000)
-
Structural change in tail behavior and the Asian financial crisis
Quintos, Carmela E., (2000)
- More ...
-
INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS
Bierens, Herman J., (2012)
-
INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS
Bierens, Herman J., (2011)
-
Bierens, Herman J., (2017)
- More ...