Model-selection tests for conditional moment restriction models
Author:
Affiliation:
1. Institute of Economics; Academia Sinica; Taipei 115 Taiwan
2. Department of Economics; University of Wisconsin at Madison; Madison WI 53706-1320 USA
Funder
Ministry of Science and Technology, Taiwan
Academia Sinica
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/ectj.12081/fullpdf
Reference34 articles.
1. Inference based on conditional moment inequalities;Andrews;Econometrica,2013
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3. Inference with intersection bounds;Chernozhukov;Econometrica,2013
4. Market structure and multiple equilibria in the airline industry;Ciliberto;Econometrica,2009
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