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The Asymptotic Equivalence of Kernel-based Nonparametric Conditional Moment Test Statistics

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  • E Fe-Rodriguez
  • C D Orme

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  • E Fe-Rodriguez & C D Orme, 2005. "The Asymptotic Equivalence of Kernel-based Nonparametric Conditional Moment Test Statistics," Economics Discussion Paper Series 0504, Economics, The University of Manchester.
    • Handle: RePEc:man:sespap:0504
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    References listed on IDEAS

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    9. Hsiao, Cheng & Li, Qi, 2001. "A Consistent Test For Conditional Heteroskedasticity In Time-Series Regression Models," Econometric Theory, Cambridge University Press, vol. 17(1), pages 188-221, February.
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