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Persistent link: https://www.econbiz.de/10003902863

Empirical likelihood in missing data problems

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Empirical likelihood estimation of conditional moment restriction models with unknown functions

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Testing for non-nested conditional moment restrictions using unconditional empirical likelihood

Otsu, Taisuke (contributor); Seo, Myung Hwan (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003767429

Testing for non-nested conditional moment restrictions using unconditional empirical likelihood

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Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood

Otsu, Taisuke - 2008

We propose non-nested hypotheses tests for conditional moment restriction models based on the method of generalized empirical likelihood (GEL). By utilizing the implied GEL probabilities from a sequence of unconditional moment restrictions that contains equivalent information of the conditional...

Persistent link: https://www.econbiz.de/10012771848