A GENERAL CLASS OF NON-NESTED TEST STATISTICS FOR MODELS DEFINED THROUGH MOMENT RESTRICTIONS

DOI10.1017/S0266466617000123zbMath1441.62828OpenAlexW2604730970MaRDI QIDQ4637615

Paulo M. D. C. Parente

Publication date: 25 April 2018

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

Full work available at URL: https://doi.org/10.1017/s0266466617000123

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Testing in survival analysis and censored data (62N03)

Cites Work

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• Information Theoretic Approaches to Inference in Moment Condition Models
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• A nondegenerate Vuong test
• Model-selection tests for conditional moment restriction models
• Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators

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