Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | 황윤재 | - |
dc.date.accessioned | 2019-03-06T16:30:02Z | - |
dc.date.available | 2019-03-06T16:30:02Z | - |
dc.date.issued | 2001 | - |
dc.identifier.issn | 0165-1765 | - |
dc.identifier.other | OAK-12587 | - |
dc.identifier.uri | https://dspace.ewha.ac.kr/handle/2015.oak/249458 | - |
dc.description.abstract | This paper introduces specification tests for conditional moment restrictions. The proposed tests are generalizations of the Kolmogorov-Smirnov and Cramer-von Mises tests and they are consistent against all alternatives to the null hypothesis, powerful against 1/n local alternatives and not dependent on any smoothing parameter. A nonparametric bootstrap procedure based on recentered criterion function is suggested to obtain critical values for the tests and is justified asymptotically. © Elsevier Science B.V. | - |
dc.language | English | - |
dc.title | Consistent specification testing for conditional moment restrictions | - |
dc.type | Article | - |
dc.relation.issue | 3 | - |
dc.relation.volume | 71 | - |
dc.relation.index | SSCI | - |
dc.relation.index | SCOPUS | - |
dc.relation.startpage | 299 | - |
dc.relation.lastpage | 306 | - |
dc.relation.journaltitle | Economics Letters | - |
dc.identifier.doi | 10.1016/S0165-1765(01)00360-3 | - |
dc.identifier.scopusid | 2-s2.0-0035588392 | - |
dc.author.google | Whang Y.-J. | - |
dc.date.modifydate | 20201224142751 | - |