Testing a parametric function against a non‐parametric alternative in IV and GMM settings (Q5093193)
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scientific article; zbMATH DE number 7563344
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing a parametric function against a non‐parametric alternative in IV and GMM settings |
scientific article; zbMATH DE number 7563344 |
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Testing a parametric function against a non‐parametric alternative in IV and GMM settings (English)
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26 July 2022
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generalized arc-sine distribution
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generalized method of moments
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LM statistic
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non-parametric alternative
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specification test
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0.8924243
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0.89156926
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