ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS

E-ISSN： 1469-4360|33|5|1046-1080

ISSN： 0266-4666

Source： Econometric Theory, Vol.33, Iss.5, 2016-10, pp. : 1046-1080

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Simulated conditional moment tests

By Orme C.

Economics Letters, Vol. 49, Iss. 3, 1995-09 ,pp. : 239-245

Elsevier

Access to resources Recommend Favorite

Bootstrapping the conditional moment test for parametric duration models

By Prieger James E.

Applied Economics Letters, Vol. 10, Iss. 10, 2003-08 ,pp. : 597-600

Routledge Ltd

Access to resources Recommend Favorite

Trend and Initial Condition in Stationarity Tests: The Asymptotic Analysis

OXFORD BULLETIN OF ECONOMICS & STATISTICS, Vol. 77, Iss. 2, 2015-04 ,pp. : 254-273

John Wiley & Sons Inc

Access to resources Recommend Favorite

Simple LM tests of mis-specification for ordered logit models

By Murphy A.

Economics Letters, Vol. 52, Iss. 2, 1996-08 ,pp. : 137-141

Elsevier

Access to resources Recommend Favorite

Empirical likelihood estimation and consistent tests with conditional moment restrictions

By Donald S.G. Imbens G.W. Newey W.K.

Journal of Econometrics, Vol. 117, Iss. 1, 2003-11 ,pp. : 55-93

Elsevier

Access to resources Recommend Favorite