Testing for (in)finite moments
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- Matteo Barigozzi & Lorenzo Trapani, 2017. "Sequential testing for structural stability in approximate factor models," Papers 1708.02786, arXiv.org, revised Mar 2018.
- repec:eee:econom:v:202:y:2018:i:1:p:1-17 is not listed on IDEAS
More about this item
KeywordsFinite moments; Randomised tests; Chover-type Law of the Iterated Logarithm; Strong Law of Large Numbers;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
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