Optimal comparison of misspecified moment restriction models under a chosen measure of fit (Q528067)
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English | Optimal comparison of misspecified moment restriction models under a chosen measure of fit |
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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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