OPTIMALITY FOR THE INTEGRATED CONDITIONAL MOMENT TEST
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Publication:4512710
DOI10.1017/S026646669915504XzbMATH Open1058.62681WikidataQ129661968 ScholiaQ129661968MaRDI QIDQ4512710FDOQ4512710
Wm. Brent Boning, Fallaw B. Sowell
Publication date: 1999
Published in: Econometric Theory (Search for Journal in Brave)
Recommendations
- Asymptotic Theory of Integrated Conditional Moment Tests
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- INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS
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Cited In (12)
- On the lack of power of omnibus specification tests
- INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS
- On the Asymptotic Efficiency of Directional Models Checks for Regression
- Stochastically weighted average conditional moment tests of functional form
- A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE
- A smoothed \(p\)-value test when there is a nuisance parameter under the alternative
- Testing for separability in structural equations
- Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes
- Optimal Range for the iid Test Based on Integration Across the Correlation Integral
- TESTING FOR TREATMENT DEPENDENCE OF EFFECTS OF A CONTINUOUS TREATMENT
- Hodges-Lehmann optimality for testing moment conditions
- On the choice of test statistic for conditional moment inequalities
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