Tests of additional conditional moment restrictions
From MaRDI portal
Publication:2398971
Recommendations
- Testing conditional moment restrictions
- Consistent specification testing for conditional moment restrictions
- Testing for non-nested conditional moment restrictions using unconditional empirical likelihood
- Generalized empirical likelihood testing in semiparametric conditional moment restrictions models
- Testing for nonnested conditional moment restrictions via conditional empirical likelihood
Cites work
- scientific article; zbMATH DE number 3863589 (Why is no real title available?)
- scientific article; zbMATH DE number 3911472 (Why is no real title available?)
- scientific article; zbMATH DE number 4048298 (Why is no real title available?)
- scientific article; zbMATH DE number 3183505 (Why is no real title available?)
- scientific article; zbMATH DE number 3708924 (Why is no real title available?)
- scientific article; zbMATH DE number 1898277 (Why is no real title available?)
- A Consistent Conditional Moment Test of Functional Form
- A Non-Parametric Test of Exogeneity
- A consistent nonparametric test of parametric regression models under conditional quantile restrictions
- A consistent test of functional form via nonparametric estimation techniques
- A general approach to Lagrange multiplier model diagnostics
- A simple framework for nonparametric specification testing
- A time series analysis of representative agent models of consumption and leisure choice under uncertainty
- Alternative Tests of Independence between Stochastic Regressors and Disturbances
- An Information-Theoretic Alternative to Generalized Method of Moments Estimation
- Applications of Differential Geometry to Econometrics
- Asymptotic efficiency in estimation with conditional moment restrictions
- Choosing instrumental variables in conditional moment restriction models
- Community Preferences and the Representative Consumer
- Comparing nonparametric versus parametric regression fits
- Consistent Estimation of Models Defined by Conditional Moment Restrictions
- Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
- Consistent Specification Testing Via Nonparametric Series Regression
- Consistent model specification tests
- Convergence rates and asymptotic normality for series estimators
- Econometric analysis of cross section and panel data.
- Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals
- Empirical Likelihood-Based Inference in Conditional Moment Restriction Models
- Empirical likelihood
- Empirical likelihood and general estimating equations
- Empirical likelihood estimation and consistent tests with conditional moment restrictions
- Empirically relevant critical values for hypothesis tests: A bootstrap approach
- Errors in Variables
- Estimating Vector Autoregressions with Panel Data
- Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments
- Estimation of nonparametric conditional moment models with possibly nonsmooth generalized residuals
- Exogeneity
- GEL METHODS FOR NONSMOOTH MOMENT INDICATORS
- GEL criteria for moment condition models
- GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION
- Generalization of GMM to a continuum of moment conditions
- Generalized method of moments specification testing
- Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
- Information Theoretic Approaches to Inference in Moment Condition Models
- Large Sample Properties of Generalized Method of Moments Estimators
- More Efficient Estimation in the Presence of Heteroscedasticity of Unknown Form
- NONPARAMETRIC SIGNIFICANCE TESTING
- One-Step Estimators for Over-Identified Generalized Method of Moments Models
- Second-order refinement of empirical likelihood for testing overidentifying restrictions
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
- Some new asymptotic theory for least squares series: pointwise and uniform results
- Specification Tests in Econometrics
- Testing conditional moment restrictions
- Testing for Polynomial Regression Using Nonparametric Regression Techniques
- Testing the Goodness of Fit of a Linear Model Via Nonparametric Regression Techniques
Cited in
(4)
This page was built for publication: Tests of additional conditional moment restrictions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2398971)
