Publication Type
Book Chapter
Version
submittedVersion
Publication Date
2002
Keywords
smooth test, goodness-of-fit tests, probability integral transform, unbiased test, score test, density forecast evaluation, calibration, orthogonal polynomials, predictive density, data-driven methods
Discipline
Econometrics | Economics
Research Areas
Econometrics
Publication
Handbook of Applied Econometrics and Statistical Inference
Volume
165
Editor
A. Ullah, A. T. K. Wan, and A. Chaturvedi
First Page
170
Last Page
230
ISBN
9780824706524
Identifier
10.1201/9780203911075.pt3
Publisher
M. Dekker
City or Country
New York
Citation
BERA, Anil K. and GHOSH, Aurobindo.
Neyman's Smooth Test and its applications in econometrics. (2002). Handbook of Applied Econometrics and Statistical Inference. 165, 170-230.
Available at: https://ink.library.smu.edu.sg/soe_research/587
Copyright Owner and License
Authors
Creative Commons License
This work is licensed under a Creative Commons Attribution-NonCommercial-No Derivative Works 4.0 International License.
Additional URL
https://doi.org/10.1201/9780203911075.pt3