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Non-nested.Tests for Competing Models Estimated by Generalized Method of Moments
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- Christopher Adam & David Cobham & Eric Girardin, 2005. "Monetary Frameworks and Institutional Constraints: UK Monetary Policy Reaction Functions, 1985–2003," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(4), pages 497-516, August.
- Marmer, Vadim & Otsu, Taisuke, 2012.
"Optimal comparison of misspecified moment restriction models under a chosen measure of fit,"
Journal of Econometrics, Elsevier, vol. 170(2), pages 538-550.
- Marmer, Vadim & Otsu, Taisuke, 2008. "Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit," Microeconomics.ca working papers vadim_marmer-2008-13, Vancouver School of Economics, revised 25 Jul 2011.
- Vadim Marmer & Taisuke Otsu, 2009. "Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit," Cowles Foundation Discussion Papers 1724, Cowles Foundation for Research in Economics, Yale University, revised Jul 2011.
- Céline Bonnet & Pierre Dubois, 2010.
"Inference on vertical contracts between manufacturers and retailers allowing for nonlinear pricing and resale price maintenance,"
RAND Journal of Economics, RAND Corporation, vol. 41(1), pages 139-164, March.
- Bonnet, Céline & Dubois, Pierre, 2008. "Inference on Vertical Contracts between Manufacturers and Retailers Allowing for Non Linear Pricing and Resale Price Maintenance," IDEI Working Papers 519, Institut d'Économie Industrielle (IDEI), Toulouse, revised Dec 2008.
- Bonnet, Céline & Dubois, Pierre, 2009. "Inference on Vertical Contracts between Manufacturers and Retailers Allowing for Nonlinear Pricing and Resale Price Maintenance," IDEI Working Papers 583, Institut d'Économie Industrielle (IDEI), Toulouse.
- Bonnet, Céline & Dubois, Pierre, 2009. "Inference on Vertical Contracts between Manufacturers and Retailers Allowing for Nonlinear Pricing and Resale Price Maintenance," TSE Working Papers 09-040, Toulouse School of Economics (TSE).
- Dubois, Pierre & Bonnet, Céline, 2008. "Inference on Vertical Contracts between Manufacturers and Retailers Allowing for Non Linear Pricing and Resale Price Maintenanc," CEPR Discussion Papers 6918, C.E.P.R. Discussion Papers.
- Sofia Berto Villas-Boas, 2007.
"Vertical Relationships between Manufacturers and Retailers: Inference with Limited Data,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 74(2), pages 625-652.
- Villas-Boas, Sofia Berto, 2005. "Vertical relationships between Manufacturers and Retailers: Inference with Limited Data," CUDARE Working Papers 25015, University of California, Berkeley, Department of Agricultural and Resource Economics.
- Villas-Boas, Sofia B., 2006. "Vertical relationships between manufacturers and retailers: inference with limited data," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt0z26d2v9, Department of Agricultural & Resource Economics, UC Berkeley.
- Villas-Boas, Sofia B., 2007. "Vertical relationships between manufacturers and retailers: inference with limited data," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt6gz1t778, Department of Agricultural & Resource Economics, UC Berkeley.
- Cohen, Michael & Cotterill, Ronald, 2008.
"The Impact of Retail Store Brands on Manufacturer Brands: A Generalization of Steiner’s Elasticity Model,"
Research Reports
149933, University of Connecticut, Food Marketing Policy Center.
- Michael Cohen & Ronald W. Cotterill, 2008. "The Impact of Retail Store Brands on Manufacturer Brands: A Generalization of Steiner’s Elasticity Model," Food Marketing Policy Center Research Reports 110, University of Connecticut, Department of Agricultural and Resource Economics, Charles J. Zwick Center for Food and Resource Policy.
- Michael A. Cohen & Ronald W. Cotterill, 2011.
"Assessing The Impact Of Retailer Store Brand Presence On Manufacturer Brands In An Equilibrium Framework,"
Journal of Industrial Economics, Wiley Blackwell, vol. 59(3), pages 372-395, September.
- Cohen, Michael & Cotterill, Ronald, 2009. "Assessing the Impact of Retailer Store Brand Presence on Manufacturer Brands in an Equilibrium Framework," Research Reports 149959, University of Connecticut, Food Marketing Policy Center.
- Michael Cohen & Ronald W. Cotterill, 2009. "Assessing the Impact of Retailer Store Brand Presence on Manufacturer Brands in an Equilibrium Framework," Food Marketing Policy Center Research Reports 119, University of Connecticut, Department of Agricultural and Resource Economics, Charles J. Zwick Center for Food and Resource Policy.
- Chen, Yi-Ting & Kuan, Chung-Ming, 2002.
"The pseudo-true score encompassing test for non-nested hypotheses,"
Journal of Econometrics, Elsevier, vol. 106(2), pages 271-295, February.
- Yi-Ting Chen & Chung-Ming Kuan, 2000. "The Pseudo-True Score Encompassing Test for Non-Nested Hypothesis," Econometric Society World Congress 2000 Contributed Papers 1723, Econometric Society.
- Golombek, Rolf & Irarrazabal, Alfonso A. & Ma, Lin, 2018.
"OPEC's market power: An empirical dominant firm model for the oil market,"
Energy Economics, Elsevier, vol. 70(C), pages 98-115.
- Rolf Golombek & Alfonso A. Irarrazabal & Lin Ma, 2013. "OPEC's Market Power: An Empirical Dominant Firm Model for the Oil Market," CESifo Working Paper Series 4512, CESifo.
- Golombek, Rolf & Irarrazabal, Alfonso A. & Ma, Lin, 2015. "OPEC’s market power: An Empirical Dominant Firm Model for the Oil Market," Memorandum 21/2015, Oslo University, Department of Economics.
- Susanne M. Schennach & Daniel Wilhelm, 2017.
"A Simple Parametric Model Selection Test,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(520), pages 1663-1674, October.
- Susanne M. Schennach & Daniel Wilhelm, 2014. "A simple parametric model selection test," CeMMAP working papers CWP10/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Susanne M. Schennach & Daniel Wilhelm, 2016. "A simple parametric model selection test," CeMMAP working papers 30/16, Institute for Fiscal Studies.
- Susanne M. Schennach & Daniel Wilhelm, 2016. "A simple parametric model selection test," CeMMAP working papers CWP30/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Susanne M. Schennach & Daniel Wilhelm, 2014. "A simple parametric model selection test," CeMMAP working papers 10/14, Institute for Fiscal Studies.
- Otsu, Taisuke & Seo, Myung Hwan & Whang, Yoon-Jae, 2012.
"Testing for non-nested conditional moment restrictions using unconditional empirical likelihood,"
Journal of Econometrics, Elsevier, vol. 167(2), pages 370-382.
- Taisuke Otsu & Myung Hwan Seo & Yoon-Jae Whang, 2008. "Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood," Cowles Foundation Discussion Papers 1660, Cowles Foundation for Research in Economics, Yale University.
- Yu‐Chin Hsu & Xiaoxia Shi, 2017. "Model‐selection tests for conditional moment restriction models," Econometrics Journal, Royal Economic Society, vol. 20(1), pages 52-85, February.
- Chen, Xiaohong & Hong, Han & Shum, Matthew, 2007. "Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models," Journal of Econometrics, Elsevier, vol. 141(1), pages 109-140, November.
- Shintani, Mototsugu & Ueda, Kozo, 2023.
"Identifying the source of information rigidities in the expectations formation process,"
Journal of Economic Dynamics and Control, Elsevier, vol. 150(C).
- Mototsugu Shintani & Kozo Ueda, 2021. "Identifying the source of information rigidities in the expectations formation process," CAMA Working Papers 2021-48, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Mototsugu Shintani & Kozo Ueda, 2021. "Identifying the Source of Information Rigidities in the Expectations Formation Process," CARF F-Series CARF-F-516, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Om Narasimhan & Surendra Rajiv & Shantanu Dutta, 2006. "Absorptive Capacity in High-Technology Markets: The Competitive Advantage of the Haves," Marketing Science, INFORMS, vol. 25(5), pages 510-524, September.
- Kim, Wonjoon & Kim, Minki, 2015. "Reference quality-based competitive market structure for innovation driven markets," International Journal of Research in Marketing, Elsevier, vol. 32(3), pages 284-296.
- Tat Chan & Ravi Dhar & William Putsis, 2015. "The Technological Conundrum: How Rapidly Advancing Technology Can Lead to Commoditization," Customer Needs and Solutions, Springer;Institute for Sustainable Innovation and Growth (iSIG), vol. 2(2), pages 119-132, June.
- Otsu, Taisuke & Whang, Yoon-Jae, 2011.
"Testing For Nonnested Conditional Moment Restrictions Via Conditional Empirical Likelihood,"
Econometric Theory, Cambridge University Press, vol. 27(1), pages 114-153, February.
- Taisuke Otsu & Yoon-Jae Whang, 2005. "Testing for Non-nested Conditional Moment Retrictions via Conditional Empirical Likelihood," Cowles Foundation Discussion Papers 1533, Cowles Foundation for Research in Economics, Yale University.
- Stéphane Turolla, 2016.
"Spatial Competition in the French Supermarket Industry,"
Annals of Economics and Statistics, GENES, issue 121-122, pages 213-259.
- Stéphane Turolla, 2012. "Spatial competition in the French supermarket industry," Working Papers SMART 12-01, INRAE UMR SMART.
- Turolla, Stéphane, 2012. "Spatial competition in the French supermarket industry," Working Papers 207984, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2).
- Marco Duarte & Lorenzo Magnolfi & Mikkel S{o}lvsten & Christopher Sullivan, 2023. "Testing Firm Conduct," Papers 2301.06720, arXiv.org, revised Jan 2024.
- Bonnet, Céline, 2007.
"Économétrie de la concurrence entre produits différenciés : théorie et méthodes empiriques,"
L'Actualité Economique, Société Canadienne de Science Economique, vol. 83(4), pages 555-580, décembre.
- Bonnet, C., 2005. "Econométrie de la concurrence entre produits différenciés : théorie et méthodes empiriques," Economics Working Paper Archive (Toulouse) 200512, French Institute for Agronomy Research (INRA), Economics Laboratory in Toulouse (ESR Toulouse).
- Hovhannisyan, Vardges & Stiegert, Kyle W., 2011. "Vertical Channel Analysis of the U.S. Milk Market," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103631, Agricultural and Applied Economics Association.
- Minsu Chang & Francis J. DiTraglia, 2020. "A Generalized Focused Information Criterion for GMM," Papers 2011.07085, arXiv.org.
- Donald W. K. Andrews, 1999.
"Consistent Moment Selection Procedures for Generalized Method of Moments Estimation,"
Econometrica, Econometric Society, vol. 67(3), pages 543-564, May.
- Donald W.K. Andrews, 1997. "Consistent Moment Selection Procedures for Generalized Method of Moments Estimation," Cowles Foundation Discussion Papers 1146R, Cowles Foundation for Research in Economics, Yale University.
- Ramalho, Joaquim J. S. & Smith, Richard J., 2002. "Generalized empirical likelihood non-nested tests," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 99-125, March.
- Alberto Salvo, 2010. "Inferring market power under the threat of entry: the case of the Brazilian cement industry," RAND Journal of Economics, RAND Corporation, vol. 41(2), pages 326-350, June.
- Cohen, Michael, 2010. "Determining the Impact of Retailer Store Brand Procurement on Vertical Relationships with Brand Manufacturers and on Market Equilibrium," Research Reports 149968, University of Connecticut, Food Marketing Policy Center.
- Li, Tong, 2009.
"Simulation based selection of competing structural econometric models,"
Journal of Econometrics, Elsevier, vol. 148(2), pages 114-123, February.
- Tong Li, 2006. "Simulation based selection of competing structural econometric models," CeMMAP working papers CWP16/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Jean-Pierre Dubé, 2004. "Multiple Discreteness and Product Differentiation: Demand for Carbonated Soft Drinks," Marketing Science, INFORMS, vol. 23(1), pages 66-81, September.
- Villas-Boas, Sofia Berto, 2007. "Wholesale Price Discrimination: Inference and Simulation," CUDARE Working Papers 7166, University of California, Berkeley, Department of Agricultural and Resource Economics.
- Andrews, Donald W. K. & Lu, Biao, 2001. "Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models," Journal of Econometrics, Elsevier, vol. 101(1), pages 123-164, March.
- Hnatkovska, Viktoria & Marmer, Vadim & Tang, Yao, 2009. "Supplement to "Comparison of Misspecified Calibrated Models"," Microeconomics.ca working papers vadim_marmer-2009-58, Vancouver School of Economics, revised 03 Feb 2011.
- Masahiro Kato & Hikaru Kawarazaki, 2019. "Model Specification Test with Unlabeled Data: Approach from Covariate Shift," Papers 1911.00688, arXiv.org, revised Feb 2020.
- Kuan, Chung-Ming & Lin, Hsin-Yi, 2010. "An encompassing test for non-nested quantile regression models," Economics Letters, Elsevier, vol. 107(2), pages 257-260, May.
- Matthew Backus & Christopher Conlon & Michael Sinkinson, 2021. "Common Ownership and Competition in the Ready-to-Eat Cereal Industry," NBER Working Papers 28350, National Bureau of Economic Research, Inc.
- Alban Thomas & Vera Zaporozhets, 2017.
"Bargaining Over Environmental Budgets: A Political Economy Model with Application to French Water Policy,"
Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 68(2), pages 227-248, October.
- Thomas, Alban & Zaporozhets, Vera, 2015. "Bargaining over Environmental Budgets: A Political Economy Model with Application to French Water Policy," TSE Working Papers 15-579, Toulouse School of Economics (TSE).
- Martins, Luis F. & Gabriel, Vasco J., 2014. "Linear instrumental variables model averaging estimation," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 709-724.
- Lin, Xirong, 2023. "Food demand and cash transfers: A collective household approach with Homescan data," Journal of Economic Behavior & Organization, Elsevier, vol. 212(C), pages 233-259.
- Junpei Komiyama & Hajime Shimao, 2018. "Cross Validation Based Model Selection via Generalized Method of Moments," Papers 1807.06993, arXiv.org.