Testing conditional moment restriction models using empirical likelihood

DOI10.1093/ECTJ/UTAB032MaRDI QIDQ5053111zbMATH OpenOpenAlexFDO

Authors Yves G. Berger

Publication date 6 December 2022

Published in Econometrics Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/ectj/utab032

zbMATH Keywords

endogenous covariatesFourier transformheteroscedasticitymodel specificationtwo-stage least-squares

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(4)

• Inference on conditional moment restriction models with generated variables
• Trinity tests of functions for conditional moment models
• Testing linear restrictions in linear models with empirical likelihood
• A unified empirical likelihood approach for testing MCAR and subsequent estimation

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