A Geometric Approach to Nonlinear Econometric Models
Conventional tests for composite hypotheses in minimum distance models can be unreliable when the relationship between the structural and reduced‐form parameters is highly nonlinear. Such nonlinearity may arise for a variety of reasons, including weak identification. In this note, we begin by studyi...
| Main Authors: | , |
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| Format: | Article |
| Language: | en_US |
| Published: |
The Econometric Society
2017
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| Online Access: | http://hdl.handle.net/1721.1/106933 https://orcid.org/0000-0002-0724-5428 |