Generalized empirical likelihood specification test robust to local misspecification
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More about this item
KeywordsGeneralized empirical likelihood; Local misspecification; Robust specification test;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
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