Invariant tests based on M-estimators, estimating functions, and the generalized method of moments
Year of publication: |
2017
|
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Authors: | Dufour, Jean-Marie ; Trognon, Alain ; Tuvaandorj, Purevdorj |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 36.2017, 1/3, p. 182-204
|
Subject: | C(α) test | estimating function | generalized method of moment (GMM) | hypothesis reformulation | invariance | Lagrange multiplier test | likelihood ratio test | linear exponential model | M-estimator | measurement unit | nonlinear model | pseudo-likelihood | reparameterization | score test | testing | Wald test | Schätztheorie | Estimation theory | Statistischer Test | Statistical test |
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