Tests of additional conditional moment restrictions
Paulo M.D.C. Parente, Richard J. Smith
| Year of publication: |
September 2017
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|---|---|
| Authors: | Parente, Paulo M. D. C. ; Smith, Richard J. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 200.2017, 1, p. 1-16
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| Subject: | GMM | Generalised empirical likelihood | Series approximations | Restricted tests | Unrestricted tests | Local power | Schätztheorie | Estimation theory | Momentenmethode | Method of moments | Statistischer Test | Statistical test | Nichtparametrisches Verfahren | Nonparametric statistics | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2017.02.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011897684