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NONNESTED TESTING IN MODELS ESTIMATED VIA GENERALIZED METHOD OF MOMENTS
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- Journal:
- Econometric Theory / Volume 27 / Issue 2 / April 2011
- Published online by Cambridge University Press:
- 13 September 2010, pp. 443-456
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COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY
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- Journal:
- Econometric Theory / Volume 19 / Issue 6 / December 2003
- Published online by Cambridge University Press:
- 24 September 2003, pp. 962-983
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GARP, SEPARABILITY, AND THE REPRESENTATIVE AGENT
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- Journal:
- Macroeconomic Dynamics / Volume 4 / Issue 3 / September 2000
- Published online by Cambridge University Press:
- 05 October 2000, pp. 324-342
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4 - Hypothesis Testing in Models Estimated by GMM
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- Book:
- Generalized Method of Moments Estimation
- Published online:
- 04 February 2010
- Print publication:
- 13 April 1999, pp 96-127
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