test-garch-stu.prg
Creators:
Christian Bontemps
;
Nour Meddahi
From the dataset abstract
We consider testing distributional assumptions by using moment conditions. A general class of moment conditions satisfied under the null hypothesis is derived and connected to existing...
Source: Testing distributional assumptions: A GMM aproach (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | prg |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/1349fb8a-42f7-4e8a-8ced-1aae61ca16ea/resource/0826dd95-92ae-45fe-a6a3-ddf575551fba/download/test-garch-stu.prg |
| Last updated | November 16, 2022 |
| Created | November 16, 2022 |
