Non-Nested Tests for Competing Models Estimated by Generalized Method of Moments (Q4013242)
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English | Non-Nested Tests for Competing Models Estimated by Generalized Method of Moments |
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Non-Nested Tests for Competing Models Estimated by Generalized Method of Moments (English)
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27 September 1992
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non-nested linear regression models
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heteroskedasticity
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serial correlation
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non-nested tests
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competing models
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generalized method of moments estimators
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Cox-type tests
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encompassing tests
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instrumental variables regression models
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