A new class of tests for overidentifying restrictions in moment condition models
Year of publication: |
2020
|
---|---|
Authors: | Wang, Xuexin |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 39.2020, 5, p. 495-509
|
Subject: | C(α)-type tests | generalized empirical likelihood | high order equivalence | tests for overidentifying restrictions | Momentenmethode | Method of moments | Statistischer Test | Statistical test | Schätztheorie | Estimation theory |
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