Neyman's smooth test and its use in econometrics
The following essay is a reappraisal of the role of the smooth test proposed by Neyman (1937) in the context of current applications in econometrics. We revisit the derivation of the smooth test and put it into the perspective of the existing literature on tests based on probability integral transfo...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2001
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/1059 https://ink.library.smu.edu.sg/context/soe_research/article/2058/viewcontent/SSRN_id272888__1_.pdf |
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| Institution: | Singapore Management University |
| Language: | English |