Reference

Christian Bontemps, and Nour Meddahi, Testing Distributional Assumptions: A GMM Approach, IDEI Working Paper, n. 486, October 2007.

JEL codes

  • C12: Hypothesis Testing: General
  • C15: Statistical Simulation Methods: General

Christian Bontemps, and Nour Meddahi, Testing Distributional Assumptions: A GMM Approach, Journal of Applied Econometrics, vol. 27, n. 6, September 2012, pp. 978–1012.