Testing for nonnested conditional moment restrictions via conditional empirical likelihood
Year of publication: |
2011
|
---|---|
Authors: | Otsu, Taisuke ; Whang, Yoon-jae |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 27.2011, 1, p. 114-153
|
Subject: | Theorie | Theory | Momentenmethode | Method of moments | Nichtparametrisches Verfahren | Nonparametric statistics | Statistischer Test | Statistical test |
-
Testing for non-nested conditional moment restrictions via conditional empirical likelihood
Otsu, Taisuke, (2005)
-
A simple specification test for conditional moment restrictions
Lee, Wei-ming, (2007)
-
Nonparametric tests of moment condition stability
Juhl, Ted, (2013)
- More ...
-
Testing for non-nested conditional moment restrictions using unconditional empirical likelihood
Otsu, Taisuke, (2008)
-
Testing for non-nested conditional moment restrictions via conditional empirical likelihood
Otsu, Taisuke, (2005)
-
Testing for non-nested conditional moment restrictions using unconditional empirical likelihood
Otsu, Taisuke, (2012)
- More ...