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Testing for Overconfidence Statistically : A Moment Inequality Approach
Jin, Yanchun, (2019)
Hodges-Lehmann optimality for testing moment conditions
Canayand, Ivan, (2011)
A practical approach to testing calibration strategies
Cao, Yongquan, (2016)
Hodges-Lehmann Optimality for Testing Moment Conditions
Canay, Ivan A., (2011)
EL inference for partially identified models : large deviations optimality and bootstrap validity
Canay, Ivan A., (2010)
Simultaneous selection and weighting of moments in GMM using a trapezoidal kernel