Invariant tests based onM-estimators, estimating functions, and the generalized method of moments
DOI10.1080/07474938.2015.1114285OpenAlexW2155246368MaRDI QIDQ5864460
Jean-Marie Dufour, Alain Trognon, Purevdorj Tuvaandorj
Publication date: 7 June 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938.2015.1114285
nonlinear modelinvariancelikelihood ratio testscore testWald testtesting\(M\)-estimatorpseudo-likelihoodestimating functionreparameterizationLagrange multiplier test\(C(\alpha)\) testlinear exponential modelmeasurement unitgeneralized method of moment (GMM)hypothesis reformulation
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