Optimal comparison of misspecified moment restriction models under a chosen measure of fit
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Publication:528067
DOI10.1016/j.jeconom.2012.05.021zbMath1443.62492OpenAlexW3123188497MaRDI QIDQ528067
Publication date: 12 May 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://cowles.yale.edu/sites/default/files/files/pub/d17/d1724.pdf
generalized method of momentsmisspecificationmodel comparisongeneralized Neyman-Pearson optimalitymoment restriction
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