Generalized empirical likelihood testing in semiparametric conditional moment restrictions models (Q2895998): Difference between revisions

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+Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
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+Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables
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+A Conditional Kolmogorov Test
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+Empirical likelihood in some semiparametric models
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+Consistent model specification tests
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+A Consistent Conditional Moment Test of Functional Form
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+Two-step generalised empirical likelihood inference for semiparametric models
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+Functional coefficient instrumental variables models
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+A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression
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+Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals
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+The rate of strong uniform consistency for the product-limit estimator
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+Testing the equality of nonparametric regression curves
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+Empirical likelihood estimation and consistent tests with conditional moment restrictions
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+Weak convergence of the sample distribution function when parameters are estimated
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+A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS
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+ON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTS
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+Specification tests of parametric dynamic conditional quantiles
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+CONSISTENT MODEL SPECIFICATION TESTS
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+On the Unique Consistent Solution to the Likelihood Equations
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+Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
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+Large Sample Properties of Generalized Method of Moments Estimators
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+A Lack-of-Fit Test for Quantile Regression
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+Extending the scope of empirical likelihood
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+Quantile regression under random censoring.
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+Global power functions of goodness of fit tests.
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+Nonparametric Estimation from Incomplete Observations
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+Q3902263
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+Goodness of fit problem and scanning innovation martingales
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+Empirical likelihood methods with weakly dependent processes
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+Empirical Likelihood-Based Inference in Conditional Moment Restriction Models
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+Inference on the Quantile Regression Process
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+The Cusum Test for Parameter Change in Time Series Models
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+Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables
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+The product-limit estimator and the bootstrap: Some asymptotic representations
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+Multivariate regression estimation: Local polynomial fitting for time series
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+Generalized method of moments specification testing
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+Efficient Instrumental Variables Estimation of Nonlinear Models
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+Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
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+Functional limit theorems for U-processes
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+Penalized empirical likelihood estimation of semiparametric models
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+EMPIRICAL LIKELIHOOD ESTIMATION OF CONDITIONAL MOMENT RESTRICTION MODELS WITH UNKNOWN FUNCTIONS
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+Empirical likelihood ratio confidence intervals for a single functional
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+Empirical likelihood ratio confidence regions
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+Simulation and the Asymptotics of Optimization Estimators
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+Convergence of stochastic processes
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+Efficient information theoretic inference for conditional moment restrictions
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+Testing semiparametric conditional moment restrictions using conditional martingale transforms
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+CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS  PRESENT ONLY UNDER THE ALTERNATIVE
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+Nonparametric model checks for regression
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+Bootstrap Approximations in Model Checks for Regression
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+Model Checks for Generalized Linear Models
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+Nonparametric checks for single-index models
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+Diagnostic testing and evaluation of maximum likelihood models
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+Testing conditional moment restrictions
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+Weak convergence and empirical processes. With applications to statistics
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+Empirical Likelihood in a Semi-Parametric Model for Missing Response Data
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+Consistent bootstrap tests of parametric regression functions
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+Consistent specification testing for conditional moment restrictions
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+Empirical Likelihood Semiparametric Regression Analysis for Longitudinal Data
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+A consistent test of functional form via nonparametric estimation techniques
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+Q4438061
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