Consistent specification testing for conditional moment restrictions

DOI10.1016/S0165-1765(01)00360-3zbMath1028.62030MaRDI QIDQ5941233

Yoon-Jae Whang

Publication date: 20 August 2001

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

BootstrapConditional moment restrictionConsistent specification testGMM

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Nonparametric statistical resampling methods (62G09)

Related Items

On the Power of Bootstrapped Specification Tests ⋮ Bootstrap conditional distribution tests in the presence of dynamic misspecification ⋮ Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data ⋮ Generalized empirical likelihood testing in semiparametric conditional moment restrictions models ⋮ Partially linear varying coefficient models with missing at random responses ⋮ Kolmogorov-Smirnov type test for generated variables ⋮ ON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTS ⋮ Testing treatment effect heterogeneity in regression discontinuity designs ⋮ Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications ⋮ Breaking the curse of dimensionality in nonparametric testing ⋮ Specification tests of parametric dynamic conditional quantiles ⋮ A TEST FOR COMPARING MULTIPLE MISSPECIFIED CONDITIONAL INTERVAL MODELS

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