Optimal comparison of misspecified moment restriction models under a chosen measure of fit (Q528067)
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scientific article; zbMATH DE number 6714774
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| English | Optimal comparison of misspecified moment restriction models under a chosen measure of fit |
scientific article; zbMATH DE number 6714774 |
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Optimal comparison of misspecified moment restriction models under a chosen measure of fit (English)
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12 May 2017
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moment restriction
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model comparison
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misspecification
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generalized Neyman-Pearson optimality
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generalized method of moments
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0.8688111
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0.8646144
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0.8605756
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0.8601334
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0.8562156
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0.85412526
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0.85381037
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0.8527522
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0.8520738
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