Goodness-of-fit Testing of Error Distribution in Nonparametric ARCH(1) Models and Linear Measurement Error Models

Goodness-of-fit Testing of Error Distribution in Nonparametric ARCH(1) Models and Linear Measurement Error Models
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Total Pages : 106
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ISBN-10 : 1321744137
ISBN-13 : 9781321744132
Rating : 4/5 (132 Downloads)

Book Synopsis Goodness-of-fit Testing of Error Distribution in Nonparametric ARCH(1) Models and Linear Measurement Error Models by : Xiaoqing Zhu

Download or read book Goodness-of-fit Testing of Error Distribution in Nonparametric ARCH(1) Models and Linear Measurement Error Models written by Xiaoqing Zhu and published by . This book was released on 2015 with total page 106 pages. Available in PDF, EPUB and Kindle. Book excerpt:


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In this dissertation, goodness-of-fit tests are proposed for checking the adequacy of parametric distributional forms of the regression error density functions