Testing for non-nested conditional moment restrictions using unconditional empirical likelihood

DOI10.1016/j.jeconom.2011.09.022zbMath1441.62825OpenAlexW3124245379MaRDI QIDQ738163

Taisuke Otsu, Myung Hwan Seo, Yoon-Jae Whang

Publication date: 15 August 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://cowles.yale.edu/sites/default/files/files/pub/d16/d1660.pdf

zbMATH Keywords

empirical likelihoodnon-nested testsconditional moment restrictions

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

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