Generalized empirical likelihood testing in semiparametric conditional moment restrictions models
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Publication:2895998
DOI10.1111/j.1368-423X.2011.00354.xzbMath1241.62064MaRDI QIDQ2895998
Publication date: 13 July 2012
Published in: The Econometrics Journal (Search for Journal in Brave)
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Monte Carlo methods (65C05) Statistical tables (62Q05)
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Generalized empirical likelihood for nonsmooth estimating equations with missing data, New test statistics for hypothesis testing of parameters in conditional moment restriction models, Partially linear varying coefficient models with missing at random responses, Semiparametric empirical likelihood tests in varying coefficient partially linear models with repeated measurements
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