Asymptotic Theory of Integrated Conditional Moment Tests
- 1 September 1997
- journal article
- Published by JSTOR in Econometrica
- Vol. 65 (5) , 1129
- https://doi.org/10.2307/2171881
Abstract
In this paper we derive the asymptotic distribution of the test statistic of a generalized version of the integrated conditional moment (ICM) test of Bierens (1...Keywords
This publication has 0 references indexed in Scilit: