Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood
Year of publication: |
2008-05
|
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Authors: | Otsu, Taisuke ; Seo, Myung Hwan ; Whang, Yoon-Jae |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Empirical likelihood | Non-nested tests | Conditional moment restrictions |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The price is None Number 1660 29 pages |
Classification: | C12 - Hypothesis Testing ; C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models |
Source: |
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