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Author:

Wang, Li

Title:

Integrated Conditional Moment Test for Parametric Conditional Distributions

Graduate Program:

Economics

Keywords:

simulated integrated conditional moment test
Integrated conditional moment test
Specification test
consistent test
testing parametric conditional distributions

File:

Download LiWang_EconPSU.pdf

Committee Members:

Herman J Bierens, Committee Chair/Co-Chair
Coenraad Arnout P Pinkse, Committee Member
Quang Vuong, Committee Member
Arkady Tempelman, Committee Member