A Spline LR Test for Goodness-of-Fit
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Bibliographic InfoPaper provided by Society for Computational Economics in its series Computing in Economics and Finance 2002 with number 123.
Date of creation: 01 Jul 2002
Date of revision:
Goodness-of-Fit tests; nuisance parameters; cubic spline; Neyman smooth test; Lagrange Multiplier test; stable distributions; student t distributions;
Find related papers by JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
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