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- W1987603296 abstract "Generalized method of moments (GMM) is used to develop tests for discriminating discrete distributions among the two-parameter family of Katz distributions. Relationships involving moments are exploited to obtain identifying and over-identifying restrictions. The asymptotic relative efficiencies of tests based on GMM are analyzed using the local power approach and the approximate Bahadur efficiency. The paper also gives results of Monte Carlo experiments designed to check the validity of the theoretical findings and to shed light on the small sample properties of the proposed tests. Extensions of the results to compound Poisson alternative hypotheses are discussed." @default.
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- W1987603296 date "2003-01-01" @default.
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- W1987603296 title "GMM tests for the Katz family of distributions" @default.
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- W1987603296 doi "https://doi.org/10.1016/s0378-3758(01)00284-1" @default.
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