A new class of tests for overidentifying restrictions in moment condition models
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Publication:5860991
DOI10.1080/07474938.2019.1697085zbMath1491.62267OpenAlexW2276794585WikidataQ126530139 ScholiaQ126530139MaRDI QIDQ5860991
Publication date: 4 March 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://mpra.ub.uni-muenchen.de/69004/1/MPRA_paper_69004.pdf
generalized empirical likelihood\(C(\alpha)\)-type testshigh-order equivalencetests for overidentifying restrictions
Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03) Nonparametric estimation (62G05)
Cites Work
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- Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
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