Hodges–Lehmann optimality for testing moment conditions
Year of publication: |
2012
|
---|---|
Authors: | Canay, Ivan A. ; Otsu, Taisuke |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 171.2012, 1, p. 45-53
|
Publisher: |
Elsevier |
Subject: | Asymptotic optimality | Large deviations | Moment condition | Generalized method of moments | Generalized empirical likelihood |
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