Testing conditional moment restrictions

DOI10.1214/aos/1074290337zbMath1044.62049OpenAlexW2018054350MaRDI QIDQ1430924

Yuichi Kitamura, Gautam Tripathi

Publication date: 27 May 2004

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1074290337

zbMATH Keywords

smoothingempirical likelihood

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)

Related Items (31)

Guest editorial. Information and entropy econometrics -- volume overview and synthesis ⋮ Efficient information theoretic inference for conditional moment restrictions ⋮ Testing for monotonicity in unobservables under unconfoundedness ⋮ On the second-order properties of empirical likelihood with moment restrictions ⋮ An adaptive empirical likelihood test for parametric time series regression models ⋮ Conditional empirical likelihood estimation and inference for quantile regression models ⋮ Generalized empirical likelihood testing in semiparametric conditional moment restrictions models ⋮ Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative ⋮ Testing semiparametric conditional moment restrictions using conditional martingale transforms ⋮ Tests of additional conditional moment restrictions ⋮ Empirical likelihood approach to goodness of fit testing ⋮ An updated review of goodness-of-fit tests for regression models ⋮ Combining conditional and unconditional moment restrictions with missing responses ⋮ A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression ⋮ Optimal minimax rates of specification testing with data-driven bandwidth ⋮ A review on empirical likelihood methods for regression ⋮ Penalized empirical likelihood estimation of semiparametric models ⋮ Empirical likelihood based testing for regression ⋮ A review of empirical likelihood methods for time series ⋮ Testing conditional independence via empirical likelihood ⋮ BIAS CORRECTIONS IN TESTING AND ESTIMATING SEMIPARAMETRIC, SINGLE INDEX MODELS ⋮ ON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTS ⋮ Empirical likelihood inference for logistic equation with random perturbation ⋮ A test for model specification of diffusion processes ⋮ Testing functional inequalities ⋮ Semi-parametric estimation of American option prices ⋮ A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS ⋮ SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION ⋮ On Bahadur efficiency of empirical likelihood ⋮ Goodness-of-fit testing for varying-coefficient models ⋮ Goodness-of-fit tests based on series estimators in nonparametric instrumental regression

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