• Moment Redundancy Test with Application to Efficiency-Improving Copulas 

      Hao, Bowen; Prokhorov, Artem; Qian, Hailong
      Published 2019-03-25
      Moment redundancy as defined by Breusch et al. (1999) is a testable hypothesis. We propose a simple test of the hypothesis in the context of copula-based pseudo-maximum likelihood estimation considered by Prokhorov and ...
      Open Access
      Working Paper