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~person:"Otsu, Taisuke"
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Misspecification
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Moment restriction
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Generalized Neyman-Pearson optimality
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Otsu, Taisuke
Chernozhukov, Victor
9
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RePEc
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Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit
Marmer, Vadim
;
Otsu, Taisuke
-
Cowles Foundation for Research in Economics, Yale University
-
2009
fit (the ranking may vary for different measures). We adopt the generalized
Neyman
-Pearson optimality criterion, which …
Persistent link: https://www.econbiz.de/10005068261
Saved in:
2
Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit
Marmer, Vadim
;
Otsu, Taisuke
-
Vancouver School of Economics
-
2008
given measure of fit (the ranking may vary for different measures). We adopt the generalized
Neyman
-Pearson optimality …
Persistent link: https://www.econbiz.de/10004963324
Saved in:
3
Optimal comparison of misspecified moment restriction models under a chosen measure of fit
Marmer, Vadim
;
Otsu, Taisuke
- In:
Journal of Econometrics
170
(
2012
)
2
,
pp. 538-550
fit (the ranking may vary for different measures). We adopt the generalized
Neyman
–Pearson optimality criterion, which …
Persistent link: https://www.econbiz.de/10010594956
Saved in:
4
Generalized
Neyman
–Pearson optimality of empirical likelihood for testing parameter hypotheses
Otsu, Taisuke
- In:
Annals of the Institute of Statistical Mathematics
61
(
2009
)
4
,
pp. 773-787
Persistent link: https://www.econbiz.de/10008467102
Saved in:
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