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 / PreprintWorking paperProfessional

48 Downloads (Pure)
Original languageEnglish
Place of PublicationAmsterdam
PublisherVrije Universiteit Amsterdam, Faculty of Economics and Business Administration
Publication statusPublished - 1991

Publication series

NameSerie Research Memoranda
No.1991-35

Cite this