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Non-nested.Tests for Competing Models Estimated by Generalized Method of Moments

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Author Info
Smith, Richard J

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Article provided by Econometric Society in its journal Econometrica.

Volume (Year): 60 (1992)
Issue (Month): 4 (July)
Pages: 973-80
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Handle: RePEc:ecm:emetrp:v:60:y:1992:i:4:p:973-80

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  1. Yi-Ting Chen & Chung-Ming Kuan, 2000. "The Pseudo-True Score Encompassing Test for Non-Nested Hypothesis," Econometric Society World Congress 2000 Contributed Papers 1723, Econometric Society. [Downloadable!]
    Other versions:
  2. Vadim Marmer & Taisuke Otsu, 2009. "Optimal Comparison of Misspecified Moment Restriction Models," Cowles Foundation Discussion Papers 1724, Cowles Foundation, Yale University. [Downloadable!]
    Other versions:
  3. Alastair R. Hall & Denis Pelletier, 2007. "Non-Nested Testing in Models Estimated via Generalized Method of Moments," Working Paper Series 011, North Carolina State University, Department of Economics, revised Mar 2007. [Downloadable!]
  4. Hnatkovska, Viktoria & Marmer, Vadim & Tang, Yao, 2009. "Supplement to "Comparison of Misspecified Calibrated Models"," Micro Theory Working Papers vadim_marmer-2009-58, Microeconomics.ca Website, revised 02 Nov 2009. [Downloadable!]
  5. Taisuke Otsu & Yoon-Jae Whang, 2005. "Testing for Non-nested Conditional Moment Retrictions via Conditional Empirical Likelihood," Cowles Foundation Discussion Papers 1533, Cowles Foundation, Yale University. [Downloadable!]
  6. Donald W.K. Andrews, 1997. "Consistent Moment Selection Procedures for Generalized Method of Moments Estimation," Cowles Foundation Discussion Papers 1146R, Cowles Foundation, Yale University. [Downloadable!]
    Other versions:
  7. Tong Li, 2006. "Simulation based selection of competing structural econometric models," CeMMAP working papers CWP16/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  8. Taisuke Otsu & Myung Hwan Seo & Yoon-Jae Whang, 2008. "Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood," Cowles Foundation Discussion Papers 1660, Cowles Foundation, Yale University. [Downloadable!]
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