A Conditional Kolmogorov Test
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References listed on IDEAS
- Bierens, Herman J, 1990.
"A Consistent Conditional Moment Test of Functional Form,"
Econometric Society, vol. 58(6), pages 1443-1458, November.
- Bierens, H.J., 1989. "A consistent conditional moment test of functional form," Serie Research Memoranda 0064, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
More about this item
KeywordsBootstrap; consistent test; parametric model; specification test;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
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