Mora, Juan; Delgado, Miguel A. - Instituto Valenciano de Investigaciones Económicas (IVIE) - 1999
alternatives of first order. The test statistic is a function of aHoeffding-Blum-Kiefer-Rosenblatt type of empirical process, based … on residuals. The resultantstatistic converges, surprisingly, to the same limiting distribution as the corresponding …