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Non-nested.Tests for Competing Models Estimated by Generalized Method of Moments Author info | Abstract | Publisher info | Download info | Related research | Statistics 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:973-80Contact details of provider: Phone: 1 212 998 3820 Fax: 1 212 995 4487 Email: Web page: http://www.econometricsociety.org/ More information through EDIRC
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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: Vadim Marmer & Taisuke Otsu, 2009.
"Optimal Comparison of Misspecified Moment Restriction Models ,"
Cowles Foundation Discussion Papers
1724, Cowles Foundation, Yale University.
[Downloadable!]
Other versions: 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!]
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!]
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!]
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: 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!]
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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