Non-Nested Hypothesis and Instrumental Models.

We introduce non-nested hypothesis tests using indirect simulation-based estimation procedures.

Year of publication:	1996
Authors:	Dhaene, G. ; Gourieroux, C. ; Scaillet, O.
Subject:	ECONOMETRICS \| MODELS \| TESTS

Type of publication:	Book / Working Paper
Notes:	57 pages
Classification:	C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General ; C50 - Econometric Modeling. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005641013