Testing distributional assumptions: A GMM aproach
نویسندگان
چکیده
منابع مشابه
Testing Distributional Assumptions: A L-moment Approach
Stein (1972, 1986) provides a flexible method for measuring the deviation of any probability distribution from a given distribution, thus effectively giving the upper bound of the approximation error which can be represented as the expectation of a Stein’s operator. Hosking (1990, 1992) proposes the concept of L-moment which better summarizes the characteristics of a distribution than conventio...
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ژورنال
عنوان ژورنال: Journal of Applied Econometrics
سال: 2011
ISSN: 0883-7252
DOI: 10.1002/jae.1250