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Asymptotic power of the integrated conditional moment test against global and large local alternatives

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  • Ploberger, W.
  • Bierens, H.J.

    (Tilburg University, Center For Economic Research)

Abstract

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Suggested Citation

  • Ploberger, W. & Bierens, H.J., 1995. "Asymptotic power of the integrated conditional moment test against global and large local alternatives," Discussion Paper 1995-122, Tilburg University, Center for Economic Research.
    • Handle: RePEc:tiu:tiucen:54020b77-9393-4d80-9bc0-64adfc7edb4d
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    File URL: https://pure.uvt.nl/ws/portalfiles/portal/522781/122.pdf
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    References listed on IDEAS

    as
    1. Wooldridge, Jeffrey M., 1992. "A Test for Functional Form Against Nonparametric Alternatives," Econometric Theory, Cambridge University Press, vol. 8(4), pages 452-475, December.
    2. Yatchew, Adonis John, 1992. "Nonparametric Regression Tests Based on Least Squares," Econometric Theory, Cambridge University Press, vol. 8(4), pages 435-451, December.
    Full references (including those not matched with items on IDEAS)

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