A consistent model specification test based on the kernel sum of squares of residuals

Econometric Reviews

Volumn 21, Issue 3, 2002, Pages 337-352

  Fan, Yanqin ^a   Li, Qi ^b  

^a UNIVERSITY OF WINDSOR   (Canada)

^b TEXAS A AND M UNIVERSITY   (United States)

Author keywords

Asymptotic normality; Consistent test; JEL Classification Number: C12, C14; Kernel method; Simulation; Sum of squares of residuals; Wild bootstrap

Indexed keywords

EID: 33845321244     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1081/ETC-120015787     Document Type: Article

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