带发散参数个数的回归的加权残差经验过程、鞅变换和模型设定检验

Weighted residual empirical processes, martingale transformations, and model specification tests for regressions with diverging number of parameters

Journal of Econometrics · 2025
被引 0
人大 AABS 4
计量经济学数理统计非参数检验回归分析