Hypothesis Testing with Efficient Method of Moments Estimation

DOI10.2307/2526578zbMath0676.62029OpenAlexW2003498865WikidataQ59486381 ScholiaQ59486381MaRDI QIDQ3831868

Publication date: 1987

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2526578

zbMATH Keywords

Lagrange multiplier likelihood ratio generalized method of moments instrumental variables two-stage least squares Wald minimum chi-square statistics quasimaximum likelihood

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Point estimation (62F10) Identification in stochastic control theory (93E12)

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