Neyman's Smooth Test and its applications in econometrics

Neyman's Smooth Test and its applications in econometrics

Saved in:
Bibliographic Details
Main Authors: BERA, Anil K., GHOSH, Aurobindo
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2002
Subjects:
smooth test
goodness-of-fit tests
probability integral transform
unbiased test
score test
density forecast evaluation
calibration
orthogonal polynomials
predictive density
data-driven methods
Econometrics
Economics
Online Access:https://ink.library.smu.edu.sg/soe_research/587
https://ink.library.smu.edu.sg/context/soe_research/article/1586/viewcontent/Neymans_smooth_test_use_in_Econometrics_pp_wp.pdf
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/soe_research/587
https://ink.library.smu.edu.sg/context/soe_research/article/1586/viewcontent/Neymans_smooth_test_use_in_Econometrics_pp_wp.pdf

Similar Items