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Volumn 65, Issue 5, 1997, Pages 1097-1128

A conditional kolmogorov test

(1)  Andrews, Donald W K a  

a NONE

Author keywords

Bootstrap; Consistent test; Parametric model; Specification test

Indexed keywords


EID: 0001179485     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.2307/2171880     Document Type: Article
Times cited : (173)

References (21)
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    • Justification and Extension of Doob's Heuristic Approach to the Kolmogorov-Smirnov Theorems
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    • Donsker, M.D.1
  • 6
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    • Heuristic Approach to the Kolmogorov-Smirnov Theorems
    • DOOB, J. L. (1949): "Heuristic Approach to the Kolmogorov-Smirnov Theorems," Annals of Mathematical Statistics, 20, 393-403.
    • (1949) Annals of Mathematical Statistics , vol.20 , pp. 393-403
    • Doob, J.L.1
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    • _ (1973b): "Weak Convergence of the Sample Distribution Function When Parameters Are Estimated," Annals of Statistics, 1, 279-290.
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  • 11
    • 0001869771 scopus 로고
    • Sulla Determinazione Empirica di Una Legge di Distribuzione
    • KOLMOGOROV, A. N. (1933): "Sulla Determinazione Empirica Di Una Legge Di Distribuzione," Giomale Dell'Instituto Ital. Degli Attuari, 4, 83-91.
    • (1933) Giomale Dell'Instituto Ital. degli Attuari , vol.4 , pp. 83-91
    • Kolmogorov, A.N.1
  • 12
    • 0042278946 scopus 로고
    • On the Absolute Continuity of Distributions of Functionals of Random Processes
    • LIFSHITS, M. A. (1982): "On the Absolute Continuity of Distributions of Functionals of Random Processes," Theory of Probability and Its Applications, 27, 600-607.
    • (1982) Theory of Probability and Its Applications , vol.27 , pp. 600-607
    • Lifshits, M.A.1
  • 16
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    • Empirical Processes: Theory and Application
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  • 18
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    • Consistent Specification Testing with Nuisance Parameters Present only under the Alternative
    • forthcoming
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    • (1997) Econometric Theory , vol.13
    • Stinchcombe, M.B.1    White, H.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.