Optimal comparison of misspecified moment restriction models under a chosen measure of fit (Q528067)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal comparison of misspecified moment restriction models under a chosen measure of fit |
scientific article; zbMATH DE number 6714774
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal comparison of misspecified moment restriction models under a chosen measure of fit |
scientific article; zbMATH DE number 6714774 |
Statements
Optimal comparison of misspecified moment restriction models under a chosen measure of fit (English)
0 references
12 May 2017
0 references
moment restriction
0 references
model comparison
0 references
misspecification
0 references
generalized Neyman-Pearson optimality
0 references
generalized method of moments
0 references
0 references
0 references
0 references
0.8688111
0 references
0.8646144
0 references
0.8605756
0 references
0.8601334
0 references
0.8562156
0 references
0.85412526
0 references
0.85381037
0 references
0.8527522
0 references
0.8520738
0 references
