Browsing MWP Working Papers by Subject "Martingale Transform"

Now showing items 1-1 of 1

Title: Specification tests for the distribution of errors in nonparametric regression: a martingale approach Author(s): MORA, Juan; PEREZ-ALONSO, Alicia Date: 2007 Type of Publication: Working Paper Series/Report no.: EUI MWP Abstract: We discuss how to test whether the distribution of regression errors belongs to a parametric family of continuous distribution functions, making no parametric assumption about the conditional mean or the conditional ...

Now showing items 1-1 of 1

Browse