ON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTS

By Carlos Escanciano. Econometric Theory, 2009

57 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/3a6d5b70502a912d234d0cd0413c7c2983ec595d

How researchers see this paper

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In Economics and Econometrics

1. Wenceslao González-Manteiga
2. Rosa M. Crujeiras

In Finance

1. Wenceslao González-Manteiga
2. Rosa M. Crujeiras

Citations in the corpus

• An updated review of Goodness-of-Fit tests for regression models (2013, background): “In related works, Escanciano and Velasco (2006a) and Escanciano (2009) proposed tests for the martingale difference hypothesis.”