Exportar Publicação

A publicação pode ser exportada nos seguintes formatos: referência da APA (American Psychological Association), referência do IEEE (Institute of Electrical and Electronics Engineers), BibTeX e RIS.

Exportar Referência (APA) 
Ramalho, J. J. S. & Smith, R. J. (2002). Generalized empirical likelihood non-nested tests. Journal of Econometrics. 107 (1-2), 99-125
Exportar Referência (IEEE) 
J. J. Ramalho and R. J. Smith,  "Generalized empirical likelihood non-nested tests", in Journal of Econometrics, vol. 107, no. 1-2, pp. 99-125, 2002
Exportar BibTeX 
@article{ramalho2002_1734882028774,
	author = "Ramalho, J. J. S. and Smith, R. J.",
	title = "Generalized empirical likelihood non-nested tests",
	journal = "Journal of Econometrics",
	year = "2002",
	volume = "107",
	number = "1-2",
	doi = "10.1016/S0304-4076(01)00115-4",
	pages = "99-125",
	url = "http://www.sciencedirect.com/science/article/pii/S0304407601001154"
}
Exportar RIS 
TY  - JOUR
TI  - Generalized empirical likelihood non-nested tests
T2  - Journal of Econometrics
VL  - 107
IS  - 1-2
AU  - Ramalho, J. J. S.
AU  - Smith, R. J.
PY  - 2002
SP  - 99-125
SN  - 0304-4076
DO  - 10.1016/S0304-4076(01)00115-4
UR  - http://www.sciencedirect.com/science/article/pii/S0304407601001154
AB  - This paper examines non-nested tests for competing moment condition models using a semi-parametric generalized empirical likelihood (GEL) framework. The resultant GEL estimators are first order asymptotically equivalent to those based on generalized method of moments (GMM). Cox-type, moment encompassing and parametric encompassing non-nested tests for competing moment condition models are proposed. Simulation experiments are conducted to examine the efficacy of the proposed GEL statistics in terms of their size and power properties and to compare their properties with those of corresponding non-nested test statistics based on GMM estimation.
ER  -