Add to ORKGOriginal text December 1993SIGLEAvailable from British Library Document Supply Centre-DSC:3597.93428(no 94/7) / BLDSC - British Library Document Supply CentreGBUnited Kingdo
We propose two classes of consistent tests in parametric econometric models defined through multiple...
An empirical likelihood test is proposed for parameters of models defined by conditional moment rest...
The authors thank the co-editor, four referees, Andrés Aradillas-López, Kees Jan van Garderen, Hideh...
The primary focus of this article is the provision of tests for the validity of a set of conditional...
We propose nonnested tests for competing conditional moment restriction models using the method of c...
SIGLEAvailable from British Library Document Supply Centre- DSC:3597.98088(SAU-CRIEFF-DP--9518) / BL...
This article provides a uni\u85ed approach to speci\u85cation testing of econo-metric models de\u85n...
We propose two classes of consistent tests in parametric econometric models defined through multiple...
Abstract. Many economic models yield conditional moment inequalities that can be used for inference ...
Abstract. Let (x, z) be a pair of random vectors. We construct a new “smoothed ” empirical likelihoo...
SIGLEAvailable from British Library Document Supply Centre-DSC:3597.760(no 00/494) / BLDSC - British...
We propose non-nested tests for competing conditional moment resctriction models us-ing a method of ...
Let (x, z) be a pair of random vectors. We construct a new “smoothed” empirical likelihood based tes...
Categorical and limited dependent variable models are routinely estimated via maximum likelihood. It...
Let (x, z) be a pair of observable random vectors. We construct a new “smoothed ” empirical likeliho...
We propose two classes of consistent tests in parametric econometric models defined through multiple...
An empirical likelihood test is proposed for parameters of models defined by conditional moment rest...
The authors thank the co-editor, four referees, Andrés Aradillas-López, Kees Jan van Garderen, Hideh...
The primary focus of this article is the provision of tests for the validity of a set of conditional...
We propose nonnested tests for competing conditional moment restriction models using the method of c...
SIGLEAvailable from British Library Document Supply Centre- DSC:3597.98088(SAU-CRIEFF-DP--9518) / BL...
This article provides a uni\u85ed approach to speci\u85cation testing of econo-metric models de\u85n...
We propose two classes of consistent tests in parametric econometric models defined through multiple...
Abstract. Many economic models yield conditional moment inequalities that can be used for inference ...
Abstract. Let (x, z) be a pair of random vectors. We construct a new “smoothed ” empirical likelihoo...
SIGLEAvailable from British Library Document Supply Centre-DSC:3597.760(no 00/494) / BLDSC - British...
We propose non-nested tests for competing conditional moment resctriction models us-ing a method of ...
Let (x, z) be a pair of random vectors. We construct a new “smoothed” empirical likelihood based tes...
Categorical and limited dependent variable models are routinely estimated via maximum likelihood. It...
Let (x, z) be a pair of observable random vectors. We construct a new “smoothed ” empirical likeliho...
We propose two classes of consistent tests in parametric econometric models defined through multiple...
An empirical likelihood test is proposed for parameters of models defined by conditional moment rest...
The authors thank the co-editor, four referees, Andrés Aradillas-López, Kees Jan van Garderen, Hideh...