Testing conditional moment restriction models using empirical likelihood

DOI10.1093/ECTJ/UTAB032OpenAlexW3205025424MaRDI QIDQ5053111

Yves G. Berger

Publication date: 6 December 2022

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/ectj/utab032

zbMATH Keywords

Fourier transformheteroscedasticitymodel specificationendogenous covariatestwo-stage least-squares

Mathematics Subject Classification ID

Statistics (62-XX)

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