Testing semiparametric conditional moment restrictions using conditional martingale transforms (Q2630150)

scientific article

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English	Testing semiparametric conditional moment restrictions using conditional martingale transforms	scientific article

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instance of

scholarly article

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title

Testing semiparametric conditional moment restrictions using conditional martingale transforms (English)

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zbMATH Open document ID

1431.62199

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DOI

10.1016/j.jeconom.2009.07.002

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author

Kyungchul Song

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published in

Journal of Econometrics

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publication date

25 July 2016

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Mathematics Subject Classification ID

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semiparametric models

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conditional moment restrictions

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martingale transform

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asymptotically distribution-free tests

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.jeconom.2009.07.002

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OpenAlex ID

W1966731952

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cites work

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Goodness of fit problem and scanning innovation martingales

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CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE

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Mathematics(1 entry)

mardi Publication:2630150