Testing parametric models in the presence of instrumental variables

DOI10.1016/J.SPL.2007.09.025zbMATH Open1137.62328OpenAlexW2024738485MaRDI QIDQ2483433FDOQ2483433

Authors: Hajo Holzmann 

Publication date: 28 April 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2007.09.025

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zbMATH Keywords

statistical inverse problemlack-of-fit testsinverse estimation

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20)

Cites Work

• Weak convergence and empirical processes. With applications to statistics
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• Linear integral equations.
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• Nonparametric methods for inference in the presence of instrumental variables
• Statistical Inverse Estimation in Hilbert Scales
• A note on the Bickel\,-\,Rosenblatt test in autoregressive time series
• Density testing in a contaminated sample
• On variance estimation in nonparametric regression
• Testing a Parametric Model Against a Nonparametric Alternative with Identification Through Instrumental Variables

Cited In (11)

• The asymptotic model quality assessment for instrumental variable identification revisited
• Optimal minimax rates of specification testing with data-driven bandwidth
• Model equivalence tests in a parametric framework
• Testing for a functional form of mean regression in a fully parametric environment
• Testing a Parametric Model Against a Nonparametric Alternative with Identification Through Instrumental Variables
• Model checks in inverse regression models with convolution-type operators
• Title not available (Why is that?)
• Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative
• Comments on: ``An updated review of goodness-of-fit tests for regression models
• Goodness-of-fit tests based on series estimators in nonparametric instrumental regression
• Testing hypotheses on the unidentifiable structural parameters in the classical ``errors-in-variables model with application to Friedman's permanent income model

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