Open AccessTesting a Class of Semi- or Nonparametric Conditional Moment Restriction Models using Series Methods
Author(s) -
Jesper Sørensen
Publication year - 2020
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.3667599
Subject(s) - nonparametric statistics , mathematics , conditional expectation , econometrics , parametric statistics , moment (physics) , conditional probability distribution , series (stratigraphy) , goodness of fit , conditional variance , autoregressive conditional heteroskedasticity , statistics , paleontology , physics , classical mechanics , biology , volatility (finance)
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