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A test for model specification of diffusion processes

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Figure

Table 1:Smoothing bandwidths in the simulation of the Three Vasicek Models
Table 3: Empirical Size (in percentage) of the Combined EL Test and the SingleBandwidth Based Test (in the middle) for the Vasicek Models, as well as that ofthe Single Bandwidth Test Based on the Asymptotic Normality (in round bracket).A: Model -2
Table 4: Empirical Size (in percentage) of Hong and Li’s Test for Vasicek Models.
Table 5: Empirical Size (in percentage) of the Combined EL Test and the SingleBandwidth Based Test (in the middle) for the CIR Models, as well as that of theSingle Bandwidth Test Based on the Asymptotic Normality (in round bracket).A: CIR 0
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