A nonparametric residual-based specification test : asymptotic, finite-sample, and computational properties

Ellison, Sara Fisher

A nonparametric residual-based specification test : asymptotic, finite-sample, and computational properties

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28732538-MIT.pdf

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Author(s)

Ellison, Sara Fisher

Advisor(s)

Whitney Newey and Jerry Hausman.

Date Issued

1993

Publisher

Massachusetts Institute of Technology

Description

Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 1993.

Includes bibliographical references.

Subjects

Economics

MIT Department

Massachusetts Institute of Technology. Department of Economics

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http://dspace.mit.edu/handle/1721.1/7582

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http://hdl.handle.net/1721.1/12697