Consistent specification testing for conditional moment restrictions
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Cites work
- A Conditional Kolmogorov Test
- A Consistent Conditional Moment Test of Functional Form
- A consistent test of functional form via nonparametric estimation techniques
- A simple consistent bootstrap test for a parametric regression function
- Asymptotic Theory of Integrated Conditional Moment Tests
- Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
- Comparing nonparametric versus parametric regression fits
- Consistent bootstrap tests of parametric regression functions
- Consistent model specification tests
- Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
- Consistent nonparametric hypothesis tests with an application to Slutsky symmetry
- Convergence of stochastic processes
- Efficient Instrumental Variables Estimation of Nonlinear Models
- Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
- Goodness-of-fit tests for kernel regression with an application to option implied volatilities
- scientific article; zbMATH DE number 51427 (Why is no real title available?)
- Testing the Goodness of Fit of a Linear Model Via Nonparametric Regression Techniques
- The Bierens test under data dependence
Cited in
(31)- Generalized method of moments specification testing
- Maximum Likelihood Specification Testing and Conditional Moment Tests
- A simple consistent specification test
- Consistent bootstrap tests of parametric regression functions
- Testing treatment effect heterogeneity in regression discontinuity designs
- A simple framework for nonparametric specification testing
- Kolmogorov-Smirnov type test for generated variables
- Tests of additional conditional moment restrictions
- Testing semiparametric conditional moment restrictions using conditional martingale transforms
- Bootstrap conditional distribution tests in the presence of dynamic misspecification
- Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data
- Generalized empirical likelihood testing in semiparametric conditional moment restrictions models
- Distribution-free specification tests of conditional models
- On the Power of Bootstrapped Specification Tests
- Consistent specification testing for conditional symmetry
- A TEST FOR COMPARING MULTIPLE MISSPECIFIED CONDITIONAL INTERVAL MODELS
- On the lack of power of omnibus specification tests
- Partially linear varying coefficient models with missing at random responses
- A Consistent Conditional Moment Test of Functional Form
- A Conditional Kolmogorov Test
- On the Behavior of Conditional Moment Tests in the Presence of Unconsidered Local Alternatives
- Nonparametric tests of moment condition stability
- A general approach to conditional moment specification testing with projections
- Specification testing with estimated variables
- Model check by kernel methods under weak moment conditions.
- Diagnostic Testing of Finite Moment Conditions for the Consistency and Root-N Asymptotic Normality of the GMM and M Estimators
- Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models
- Specification tests for generalised propensity scores using double projections
- Specification tests of parametric dynamic conditional quantiles
- Breaking the curse of dimensionality in nonparametric testing
- Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications
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