TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD

DOI10.1017/S0266466610000149zbMath1207.62100OpenAlexW2123227706MaRDI QIDQ3081462

Taisuke Otsu, Yoon-Jae Whang

Publication date: 8 March 2011

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466610000149

Mathematics Subject Classification ID

Related Items (5)

A robust test for non-nested hypotheses ⋮ A simple derivation of the efficiency bound for conditional moment restriction models ⋮ Optimal comparison of misspecified moment restriction models under a chosen measure of fit ⋮ Testing for non-nested conditional moment restrictions using unconditional empirical likelihood ⋮ TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD

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