Invariant tests based on M-estimators, estimating functions, and the generalized method of moments
Jean-Marie Dufour, Alain Trognon, and Purevdorj Tuvaandorj
| Year of publication: |
2017
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| Authors: | Dufour, Jean-Marie ; Trognon, Alain ; Tuvaandorj, Purevdorj |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 36.2017, 1/3, p. 182-204
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| Subject: | C(α) test | estimating function | generalized method of moment (GMM) | hypothesis reformulation | invariance | Lagrange multiplier test | likelihood ratio test | linear exponential model | M-estimator | measurement unit | nonlinear model | pseudo-likelihood | reparameterization | score test | testing | Wald test | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Momentenmethode | Method of moments | Statistische Methodenlehre | Statistical theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2015.1114285 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011795165