Testing a Parametric Model Against a Nonparametric Alternative with Identification Through Instrumental Variables

DOI10.1111/J.1468-0262.2006.00670.XMaRDI QIDQ5489086zbMATH OpenOpenAlexFDO

Authors Joel Horowitz

Publication date 25 September 2006

Published in Econometrica (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10419/79342

zbMATH Keywords

hypothesis testinstrumental variablesspecification testingconsistent testing

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20)

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Cited in

(23)

• Testing Missing at Random Using Instrumental Variables
• Testing a parametric function against a non‐parametric alternative in IV and GMM settings
• The asymptotic model quality assessment for instrumental variable identification revisited
• Adaptive, rate-optimal hypothesis testing in nonparametric IV models
• Optimal minimax rates of specification testing with data-driven bandwidth
• Testing semiparametric conditional moment restrictions using conditional martingale transforms
• Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors
• Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models
• Estimating production functions with control functions when capital is measured with error
• Testing a class of semi- or nonparametric conditional moment restriction models using series methods
• Specification testing in nonparametric instrumental variable estimation
• Testing parametric models in the presence of instrumental variables
• Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications
• TESTING A PARAMETRIC TRANSFORMATION MODEL VERSUS A NONPARAMETRIC ALTERNATIVE
• Tikhonov regularization for nonparametric instrumental variable estimators
• Significance test for semiparametric conditional average treatment effects and other structural functions
• Adaptive nonparametric instrumental variables estimation: empirical choice of the regularization parameter
• Specification testing in random coefficient models
• Non parametric analysis of panel data models with endogenous variables
• Minimax goodness-of-fit testing in ill-posed inverse problems with partially unknown operators
• Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative
• Goodness-of-fit tests based on series estimators in nonparametric instrumental regression
• Sequentially estimating the structural equation by power transformation

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