OPTIMALITY FOR THE INTEGRATED CONDITIONAL MOMENT TEST

DOI10.1017/S026646669915504XMaRDI QIDQ4512710zbMATH OpenWikidataFDO

Authors Wm. Brent Boning, Fallaw B. Sowell

Publication date 1999

Published in Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Recommendations

• Asymptotic Theory of Integrated Conditional Moment Tests
• Stochastically weighted average conditional moment tests of functional form
• INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS
• Testing conditional moment restrictions
• On the choice of test statistic for conditional moment inequalities

Cited in

(12)

• On the choice of test statistic for conditional moment inequalities
• A flexible nonparametric test for conditional independence
• 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
• Testing for treatment dependence of effects of a continuous treatment
• 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
• Hodges-Lehmann optimality for testing moment conditions

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