Instrumental Models and Indirect Encompassing

DOI10.2307/2998579MaRDI QIDQ4530918zbMATH OpenOpenAlexWikidataFDO

Authors Geert Dhaene, Christian Gouriéroux, Olivier Scaillet

Publication date 28 May 2002

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://archive-ouverte.unige.ch/unige:41801

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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(10)

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• Asymptotic behavior of encompassing test for independent processes: case of linear and nearest neighbor regressions
• Indirect inference in structural econometric models
• Bayesian encompassing specification test under not completely known partial observability
• Identification-Robust Inference With Simulation-Based Pseudo-Matching
• Encompassing tests for nonparametric regressions

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