Generalized empirical likelihood specification test robust to local misspecification
Haiqi Li, Rui Fan, Sung Y. Park
| Year of publication: |
2018
|
|---|---|
| Authors: | Li, Haiqi ; Fan, Rui ; Park, Sung Y. |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 171.2018, p. 149-153
|
| Subject: | Generalized empirical likelihood | Local misspecification | Robust specification test | Modellierung | Scientific modelling | Momentenmethode | Method of moments | Schätztheorie | Estimation theory | Robustes Verfahren | Robust statistics | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2018.07.024 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012021836