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Empirical likelihood is appropriate to estimate moment condition models when a random sample from the target population is available. However, many economic surveys are subject to some form of stratification, in which case direct application of empirical likelihood will produce inconsistent...
Persistent link: https://www.econbiz.de/10005251959
type="main" <p>This paper proposes a new conditional mean test to assess the validity of binary and fractional parametric regression models. The new test checks the joint significance of two simple functions of the fitted index and is based on a very flexible parametric generalization of the...</p>
Persistent link: https://www.econbiz.de/10011033457