Tests of additional conditional moment restrictions (Q2398971)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tests of additional conditional moment restrictions |
scientific article |
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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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