Hodges-Lehmann optimality for testing moment conditions
DOI10.1016/J.JECONOM.2012.06.014zbMATH Open1443.62123OpenAlexW1977673642MaRDI QIDQ528073FDOQ528073
Publication date: 12 May 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://www.sciencedirect.com/science/article/pii/S0304407612001728
Recommendations
- Hodges-Lehmann optimality of tests
- scientific article; zbMATH DE number 617136
- scientific article; zbMATH DE number 3940455
- OPTIMALITY FOR THE INTEGRATED CONDITIONAL MOMENT TEST
- A note on optimality of hypothesis testing
- scientific article
- Moment inequalities for HNBRUE with hypothesis testing application
generalized method of momentslarge deviationsgeneralized empirical likelihoodasymptotic optimalitymoment condition
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20)
Cites Work
- Large Sample Properties of Generalized Method of Moments Estimators
- Asymptotic Statistics
- Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
- Title not available (Why is that?)
- Empirical likelihood and general estimating equations
- The Efficiency of Some Nonparametric Competitors of the $t$-Test
- Title not available (Why is that?)
- Empirical likelihood ratio confidence intervals for a single functional
- Information Theoretic Approaches to Inference in Moment Condition Models
- Point estimation with exponentially tilted empirical likelihood
- Title not available (Why is that?)
- Stochastic Comparison of Tests
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- On the asymptotic optimality of empirical likelihood for testing moment restrictions
- Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions
- EL inference for partially identified models: large deviations optimality and bootstrap validity
- On Bahadur efficiency of empirical likelihood
- Partially-Finite Programming in $L_1 $ and the Existence of Maximum Entropy Estimates
- The Danger of Extrapolating Asymptotic Local Power
- Hodges-Lehmann optimality of tests
- On asymptotically optimal tests
Cited In (6)
- Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions
- Hodges-Lehmann optimality of tests
- EL inference for partially identified models: large deviations optimality and bootstrap validity
- On Bahadur efficiency of empirical likelihood
- A note on the (in)consistency of the test of overidentifying restrictions and the concepts of true and pseudo-true parameters
- Bahadur intercept with applications to one-sided testing
This page was built for publication: Hodges-Lehmann optimality for testing moment conditions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q528073)
