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 |
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