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On the Sensitivity of Kernel-based Tests of Conditional Moment Restrictions

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  • Eduardo Fé-Rodríguez
  • Chris D. Orme

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  • Eduardo Fé-Rodríguez & Chris D. Orme, 2009. "On the Sensitivity of Kernel-based Tests of Conditional Moment Restrictions," Economics Discussion Paper Series 0912, Economics, The University of Manchester.
    • Handle: RePEc:man:sespap:0912
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    15. Jaggia, Sanjiv, 1991. "Specification Tests Based on the Heterogeneous Generalized Gamma Model of Duration: With an Application to Kennan's Strike Data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(2), pages 169-180, April-Jun.
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