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Asymptotic power of the integrated conditional moment test against global and large local alternatives

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  • Ploberger, W.
  • Bierens, H.J.

    (Tilburg University, School of Economics and Management)

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  • Ploberger, W. & Bierens, H.J., 1995. "Asymptotic power of the integrated conditional moment test against global and large local alternatives," Other publications TiSEM 54020b77-9393-4d80-9bc0-6, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:54020b77-9393-4d80-9bc0-64adfc7edb4d
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    References listed on IDEAS

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    1. Wooldridge, Jeffrey M., 1992. "A Test for Functional Form Against Nonparametric Alternatives," Econometric Theory, Cambridge University Press, vol. 8(4), pages 452-475, December.
    2. Yatchew, Adonis John, 1992. "Nonparametric Regression Tests Based on Least Squares," Econometric Theory, Cambridge University Press, vol. 8(4), pages 435-451, December.
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