Testing nonnested Euler conditions with quadrature-based methods of approximation

DOI10.1016/0304-4076(90)90011-HzbMath0728.62105MaRDI QIDQ805126

Eric Ghysels, Alastair R. Hall

Publication date: 1990

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

zbMATH Keywords

generalized method of momentsconstruction of local alternatives to Euler equationsCox's encompassing principlenonnested sets of moment conditionsquadrature- based methods of approximationtesting Euler conditions of optimal control

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Optimal stochastic control (93E20)

Related Items

Model selection tests for nonlinear dynamic models ⋮ A GENERAL CLASS OF NON-NESTED TEST STATISTICS FOR MODELS DEFINED THROUGH MOMENT RESTRICTIONS ⋮ Optimal comparison of misspecified moment restriction models under a chosen measure of fit ⋮ Testing for non-nested conditional moment restrictions using unconditional empirical likelihood ⋮ TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD ⋮ Generalized empirical likelihood non-nested tests

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