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Optimal minimax rates of specification testing with data-driven bandwidth
Hitomi, Kohtaro
;
Iwasawa, Masamune
;
Nishiyama, Yoshihiko
-
2021
Persistent link: https://www.econbiz.de/10012582304
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Optimal minimax rates of specification testing with data-driven bandwidth
Hitomi, Kohtaro
;
Iwasawa, Masamune
;
Nishiyama, Yoshihiko
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 487-512
Persistent link: https://www.econbiz.de/10014305572
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