Asymptotic theory of integrated conditional moment tests
By: Herman J. Bierens, Werner Ploberger.
Contributors: Ploberger, Werner.; University of St Andrews. Department of Economics.
Series: Discussion paper series / University of St Andrews, Department of Economics -- no. 9517; Discussion paper series (University of St. Andrews. Department of Economics) -- no. 9517.
Publisher: St. Salvator's College
Published: 1995
Place of publication: St. Andrews
Language: eng
Number of pages: 29
Subjects: Regression analysis.; Statistical hypotheses testing -- Asymptotic theory.
Notes: Includes bibliographical references.