Pages that link to "Item:Q3168877"
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The following pages link to NONNESTED TESTING IN MODELS ESTIMATED VIA GENERALIZED METHOD OF MOMENTS (Q3168877):
Displaying 8 items.
- A cautionary note on tests of overidentifying restrictions (Q433204) (← links)
- Optimal comparison of misspecified moment restriction models under a chosen measure of fit (Q528067) (← links)
- Chi-squared tests for evaluation and comparison of asset pricing models (Q528174) (← links)
- Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators (Q2512610) (← links)
- A GENERAL CLASS OF NON-NESTED TEST STATISTICS FOR MODELS DEFINED THROUGH MOMENT RESTRICTIONS (Q4637615) (← links)
- Misspecified semiparametric model selection with weakly dependent observations (Q5095825) (← links)
- Specification tests for time-varying coefficient models (Q6108274) (← links)
- Testing firm conduct (Q6646146) (← links)
