Pages that link to "Item:Q1858928"
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The following pages link to Generalized empirical likelihood non-nested tests (Q1858928):
Displayed 13 items.
- Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models (Q288350) (← links)
- Model selection tests for moment inequality models (Q494361) (← links)
- Assessing misspecified asset pricing models with empirical likelihood estimators (Q528066) (← links)
- Optimal comparison of misspecified moment restriction models under a chosen measure of fit (Q528067) (← links)
- Testing for non-nested conditional moment restrictions using unconditional empirical likelihood (Q738163) (← links)
- An encompassing test for non-nested quantile regression models (Q974219) (← links)
- Point estimation with exponentially tilted empirical likelihood (Q995419) (← links)
- Linear instrumental variables model averaging estimation (Q1621352) (← links)
- A robust test for non-nested hypotheses (Q1633222) (← links)
- TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD (Q3081462) (← links)
- GENERALIZED EMPIRICAL LIKELIHOOD–BASED MODEL SELECTION CRITERIA FOR MOMENT CONDITION MODELS (Q4562543) (← links)
- SPECIAL ISSUE OF <i>ECONOMETRIC THEORY</i> IN HONOR OF PROFESSOR RICHARD J. SMITH: GUEST EDITORS’ INTRODUCTION (Q4637607) (← links)
- A GENERAL CLASS OF NON-NESTED TEST STATISTICS FOR MODELS DEFINED THROUGH MOMENT RESTRICTIONS (Q4637615) (← links)