Score tests in GMM : why use implied probabilities?
Saraswata Chaudhuri, Eric Renault
| Year of publication: |
2020
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|---|---|
| Authors: | Chaudhuri, Saraswata ; Renault, Eric |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 219.2020, 2, p. 260-280
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| Subject: | GEL | GMM | Implied probabilities | Score test | Momentenmethode | Method of moments | Wahrscheinlichkeitsrechnung | Probability theory | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.03.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012483386