This paper considers a series estimator of <bold>E</bold>[α(<italic>Y</italic>)|λ(<italic>X</italic>) = λ̄], (α,λ) null 𝛢 × Λ, indexed by function spaces, and establishes the estimator's uniform convergence rate over λ̄ null <bold>R</bold>, α null 𝛢, and λ null Λ, when 𝛢 and Λ have a finite integral bracketing entropy. The rate of...

This paper considers series estimators of additive interactive regression (AIR) models. AIR models are nonparametric regression models that generalize additive regression models by allowing interactions between different regressor variables. They place more restrictions on the regression...

We propose nonnested tests for competing conditional moment restriction models using the method of conditional empirical likelihood, recently developed by Kitamura, Tripathi, and Ahn (2004) and Zhang and Gijbels (2003). To define the test statistics, we use the implied conditional probabilities...