Question: 1215 Answer the question The Distance Difference test statistic for testing the composite null Ho : h(0) = 0 is defined as DD - n
1215
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The Distance Difference test statistic for testing the composite null Ho : h(0) = 0 is defined as DD - n min On(q) - min 2.(9) . qh(q)=0 where On(q) is the GMM objective function where Omm consistently estimates Omm = E [m (2,0) m (2,0)'] . It is known that, as the sample size n tends to infinity, DD - X"(). Write out a detailed formula for the bootstrap statistic DD"
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