Tests of additional conditional moment restrictions (Q2398971)
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scientific article; zbMATH DE number 6762727
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| default for all languages | No label defined |
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| English | Tests of additional conditional moment restrictions |
scientific article; zbMATH DE number 6762727 |
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Tests of additional conditional moment restrictions (English)
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21 August 2017
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GMM
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generalised empirical likelihood
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series approximations
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restricted tests
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unrestricted tests
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local power
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design of test statistics
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parametric likelihood setting
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0.8661223649978638
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0.8307629823684692
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0.8295001983642578
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0.8190404772758484
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0.8179682493209839
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