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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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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zbMATH Keywords

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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cites work

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A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS

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Semiparametric Binary Choice Panel Data Models Without Strictly Exogeneous Regressors

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An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative

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Goodness of fit problem and scanning innovation martingales

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Martingale transforms goodness-of-fit tests in regression models.

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Empirical Likelihood-Based Inference in Conditional Moment Restriction Models

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Nonparametric model checks for time series

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Asymptotic power properties of the Cramer-von Mises test under contiguous alternatives

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Convergence rates and asymptotic normality for series estimators

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Semiparametric Estimation of Index Coefficients

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Root-N-Consistent Semiparametric Regression

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Note on the Estimation of a Bivariate Distribution Function

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UNIFORM CONVERGENCE OF SERIES ESTIMATORS OVER FUNCTION SPACES

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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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Model checks for regression: an innovation process approach

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Nonparametric checks for single-index models

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Testing conditional moment restrictions

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Identifiers

zbMATH Open document ID

1431.62199

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DOI

10.1016/j.jeconom.2009.07.002

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2630150