Semiparametric tests of conditional moment restrictions under weak or partial identification

DOI10.1016/j.jeconom.2009.02.005zbMath1431.62188OpenAlexW2088877232MaRDI QIDQ2628858

Joris Pinkse, Sung Jae Jun

Publication date: 18 July 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2009.02.005

zbMATH Keywords

conditional momentsspecification tests\(k\)-nearest neighborsnonparametric testingweak identification

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10)

Related Items (7)

Consistent model specification tests based on \(k\)-nearest-neighbor estimation method ⋮ k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA ⋮ Partial identification and inference in censored quantile regression ⋮ Conditional moment models under semi-strong identification ⋮ TESTING UNDER WEAK IDENTIFICATION WITH CONDITIONAL MOMENT RESTRICTIONS ⋮ Consistent specification test for partially linear models with the k-nearest-neighbor method ⋮ Measuring the Discrepancy of a Parametric Model via Local Polynomial Smoothing

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