Testing a parametric function against a non‐parametric alternative in IV and GMM settings

DOI10.1111/J.1368-423X.2012.00382.XMaRDI QIDQ5093193

Tue Gørgens, Allan H. Würtz

Publication date: 26 July 2022

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

zbMATH Keywords

generalized method of momentsspecification testgeneralized arc-sine distributionLM statisticnon-parametric alternative

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Optimal minimax rates of specification testing with data-driven bandwidth

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