Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit
Year of publication: |
2008-10-01
|
---|---|
Authors: | Marmer, Vadim ; Otsu, Taisuke |
Institutions: | Vancouver School of Economics |
Subject: | Moment restriction | Model comparison | Misspecification | Generalized Neyman-Pearson optimality | Empirical likelihood | GMM |
-
Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit
Marmer, Vadim, (2009)
-
Optimal comparison of misspecified moment restriction models under a chosen measure of fit
Marmer, Vadim, (2012)
-
Testing the diffusion coefficient
Kleinow, Torsten, (2002)
- More ...
-
Supplement to "Quantile-Based Nonparametric Inference for First-Price Auctions"
Marmer, Vadim, (2009)
-
What Model for Entry in First-Price Auctions? A Nonparametric Approach
Marmer, Vadim, (2007)
-
Testing the null hypothesis of no regime switching with an application to GDP growth rates
Marmer, Vadim, (2009)
- More ...