Generalized empirical likelihood non-nested tests

Journal of Econometrics

Volumn 107, Issue 1-2, 2002, Pages 99-125

  Ramalho, Joaquim J S ^a,b   Smith, Richard J ^a  

^a UNIVERSITY OF BRISTOL   (United Kingdom)

^b UNIVERSITY OF ÉVORA   (Portugal)

Author keywords

Cox type tests; Empirical likelihood; GMM; Moment encompassing tests; Parametric encompassing tests

Indexed keywords

ASYMPTOTIC STABILITY; COMPUTER SIMULATION; ECONOMICS; MATHEMATICAL MODELS; MAXIMUM LIKELIHOOD ESTIMATION; METHOD OF MOMENTS; PARAMETER ESTIMATION;

ECONOMETRICS; EMPIRICAL LIKELIHOOD (EL) ESTIMATION; GENERALIZED METHOD OF MOMENTS (GMM);

STATISTICAL TESTS;

EID: 0346973107     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(01)00115-4     Document Type: Article

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