Bilinear form test statistics for extremum estimation

DOI10.1016/j.econlet.2019.108885zbMath1436.62686arXiv1912.01410OpenAlexW2994695245WikidataQ126531182 ScholiaQ126531182MaRDI QIDQ2295359

Felipe Osorio, Federico Crudu

Publication date: 13 February 2020

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1912.01410

zbMATH Keywords

extremum estimationgradient statisticbilinear form testnonlinear hypothesis

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Nonparametric estimation (62G05)

Cites Work

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• Improving generalised estimating equations using quadratic inference functions
• Exponential family nonlinear models
• Maximum L\(q\)-likelihood estimation
• Invariance, Nonlinear Models, and Asymptotic Tests
• Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators

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