Testing for non-nested conditional moment restrictions using unconditional empirical likelihood
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- Testing for nonnested conditional moment restrictions via conditional empirical likelihood
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Cites work
- scientific article; zbMATH DE number 3911472 (Why is no real title available?)
- scientific article; zbMATH DE number 765034 (Why is no real title available?)
- scientific article; zbMATH DE number 3213229 (Why is no real title available?)
- scientific article; zbMATH DE number 3320085 (Why is no real title available?)
- A Conditional Kolmogorov Test
- A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes
- A simulation approach to the problem of computing Cox's statistic for testing nonnested models
- An Information-Theoretic Alternative to Generalized Method of Moments Estimation
- An introduction to econometric applications of empirical process theory for dependent random variables
- CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE
- Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers
- Consistent Estimation of Models Defined by Conditional Moment Restrictions
- Consistent model specification tests
- Empirical Likelihood-Based Inference in Conditional Moment Restriction Models
- Empirical likelihood
- Empirical likelihood and general estimating equations
- Empirical likelihood estimation and consistent tests with conditional moment restrictions
- Empirical likelihood ratio confidence intervals for a single functional
- Empirical likelihood ratio confidence regions
- Generalized empirical likelihood non-nested tests
- Generalized empirical likelihood-based model selection criteria for moment condition models
- Generalized projections for non-negative functions
- Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
- I-divergence geometry of probability distributions and minimization problems
- Information Theoretic Approaches to Inference in Moment Condition Models
- Invariance principles for absolutely regular empirical processes
- Maximum Likelihood Estimation of Misspecified Models
- Model specification tests against non-nested alternatives
- Non-Nested Tests for Competing Models Estimated by Generalized Method of Moments
- Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models
- Point estimation with exponentially tilted empirical likelihood
- Regression Quantiles
- Sieve Empirical Likelihood and Extensions of the Generalized Least Squares
- Some Asymptotic Results for Learning in Single Hidden-Layer Feedforward Network Models
- Testing for nonnested conditional moment restrictions via conditional empirical likelihood
- Testing nonnested Euler conditions with quadrature-based methods of approximation
- The blockwise bootstrap for general empirical processes of stationary sequences
- The bootstrap for empirical processes based on stationary observations
- The jackknife and the bootstrap for general stationary observations
- Weak convergence and empirical processes. With applications to statistics
Cited in
(8)- Testing conditional moment restrictions
- A unified empirical likelihood approach for testing MCAR and subsequent estimation
- Testing for nonnested conditional moment restrictions via conditional empirical likelihood
- An encompassing approach to conditional mean tests with applications to testing nonnested hypotheses
- Generalized empirical likelihood non-nested tests
- Model-selection tests for conditional moment restriction models
- A general class of non-nested test statistics for models defined through moment restrictions
- Tests of additional conditional moment restrictions
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