Neyman's Smooth Test and its applications in econometrics

• 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
• Institution: Singapore Management University