Heavy-Tail and Plug-In Robust Consistent Conditional Moment Tests of Functional Form-Reference-Cited by-同舟云学术

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Heavy-Tail and Plug-In Robust Consistent Conditional Moment Tests of Functional Form

Published:2012 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Hill Jonathan B.

Publisher

Elsevier BV

Reference83 articles.

1. The Geometrical Ergodicity of Nonlinear Autoregressive Models;H Z An;Stat. Sin,1996

2. SCIENTIFIC JOURNALS AND ARTICLES

3. Testing Parametric Conditional Distributions of Dynamic Models;J Bai;Rev. Econ. Stat,2003

4. Consistent Model Speci?cation Tests;H J Bierens;J. Econometric,1982

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Robust Estimation and Inference for Heavy Tailed GARCH;SSRN Electronic Journal;2013

2. Heavy-Tail and Plug-In Robust Consistent Conditional Moment Tests of Functional Form;Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis;2012-08-01

3. Heavy-Tail and Plug-In Robust Consistent Conditional Moment Tests of Functional Form;SSRN Electronic Journal;2012

4. GEL Estimation for Semi-Strong Non-Linear GARCH with Robust Empirical Likelihood Inference;SSRN Electronic Journal;2011

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