On the limit behavior of a chi-square type test if the number of conditional moments tested approaches infinity preliminary version

R.M. de Jong, H.J. Bierens

Research output: Working paper / Preprint › Working paper › Professional

34 Downloads (Pure)

Original language	English
Place of Publication	Amsterdam
Publisher	Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam
Publication status	Published - 1991

Name	Serie Research Memoranda
No.	1991-35

Access to Document

@techreport{ad59d5e1ea9044bc90a7049213657b8c,

title = "On the limit behavior of a chi-square type test if the number of conditional moments tested approaches infinity preliminary version",

author = "{de Jong}, R.M. and H.J. Bierens",

year = "1991",

language = "English",

series = "Serie Research Memoranda",

publisher = "Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam",

number = "1991-35",

type = "WorkingPaper",

institution = "Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam",

}

On the limit behavior of a chi-square type test if the number of conditional moments tested approaches infinity preliminary version. / de Jong, R.M.; Bierens, H.J.
Amsterdam: Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam, 1991. (Serie Research Memoranda; No. 1991-35).

Research output: Working paper / Preprint › Working paper › Professional

TY - UNPB

T1 - On the limit behavior of a chi-square type test if the number of conditional moments tested approaches infinity preliminary version

AU - de Jong, R.M.

AU - Bierens, H.J.

PY - 1991

Y1 - 1991

M3 - Working paper

T3 - Serie Research Memoranda

BT - On the limit behavior of a chi-square type test if the number of conditional moments tested approaches infinity preliminary version

PB - Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam

CY - Amsterdam

ER -