Non-nested tests are proposed for competing models estimated by generalized method of moments. Results are presented for non-nested linear regression models with heteroskedasticity and serial correlation of unknown form and differing instrument validity assumptions. Regression forms of the statistics are also presented.
MLA
Smith, Richard J.. “Notes and Comments: Non-Nested Tests for Competing Models Estimated by Generalized Method of Moments.” Econometrica, vol. 60, .no 4, Econometric Society, 1992, pp. 973-980, https://www.jstor.org/stable/2951576
Chicago
Smith, Richard J.. “Notes and Comments: Non-Nested Tests for Competing Models Estimated by Generalized Method of Moments.” Econometrica, 60, .no 4, (Econometric Society: 1992), 973-980. https://www.jstor.org/stable/2951576
APA
Smith, R. J. (1992). Notes and Comments: Non-Nested Tests for Competing Models Estimated by Generalized Method of Moments. Econometrica, 60(4), 973-980. https://www.jstor.org/stable/2951576
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