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  • Search: subject:"Nonparametric conditional moment restrictions"
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Year of publication
Subject
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Nonparametric conditional moment restrictions 2 Estimation theory 1 Method of moments 1 Momentenmethode 1 Nichtparametrisches Verfahren 1 Nonparametric statistics 1 Overidentification 1 Overidentification 1 Schätztheorie 1 Semiparametric efficiency 1 Semiparametric efficiency 1 Specification testing 1 Specification testing 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 1 Undetermined 1
Author
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Chen, Xiaohong 2 Santos, Andres 2
Institution
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Cowles Foundation for Research in Economics, Yale University 1
Published in...
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Cowles Foundation Discussion Papers 1 Cowles Foundation discussion paper 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Overidentification in Regular Models
Chen, Xiaohong; Santos, Andres - Cowles Foundation for Research in Economics, Yale University - 2015
In models defined by unconditional moment restrictions, specification tests are possible and estimators can be ranked in terms of efficiency whenever the number of moment restrictions exceeds the number of parameters. We show that a similar relationship between potential refutability of a model...
Persistent link: https://www.econbiz.de/10011265333
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Cover Image
Overidentification in regular models
Chen, Xiaohong; Santos, Andres - 2015
Persistent link: https://www.econbiz.de/10011312349
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