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Generalized empirical likelihood testing in semiparametric conditional moment restrictions models
Bravo, Francesco - In: The econometrics journal 15 (2012) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10009520550
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Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models
Bravo, Francesco - In: The econometrics journal 12 (2009) 2, pp. 208-231
Persistent link: https://www.econbiz.de/10003875624
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Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data
Bravo, Francesco - In: Econometric reviews 41 (2022) 6, pp. 583-606
Persistent link: https://www.econbiz.de/10013364895
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A Simple Test for Identification in GMM Under Conditional Moment Restrictions
Bravo, Francesco; Escanciano, Juan Carlos; Otsu, Taisuke - 2011
This paper proposes a simple, fairly general, test for global identification of unconditional moment restrictions implied from point-identified conditional moment restrictions. The test is based on the Hausdorff distance between an estimator that is consistent even under global identification...
Persistent link: https://www.econbiz.de/10014184251
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A simple test for identification in GMM under conditional moment restrictions
Bravo, Francesco; Escanciano, Juan Carlos; Otsu, Taisuke - In: Essays in honor of Jerry Hausman, (pp. 455-477). 2012
Persistent link: https://www.econbiz.de/10009709129
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A simple test for identification in GMM under conditional moment restrictions
Bravo, Francesco; Escanciano, Juan Carlos; Otsu, Taisuke - 2011
This paper proposes a simple, fairly general, test for global identification of unconditional moment restrictions implied from point-identified conditional moment restrictions. The test is based on the Hausdorff distance between an estimator that is consistent even under global identification...
Persistent link: https://www.econbiz.de/10008934003
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Efficient M-estimators with auxiliary information
Bravo, Francesco (contributor) - 2008
Persistent link: https://www.econbiz.de/10003746913
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A Simple Test for Identification in GMM under Conditional Moment Restrictions
Bravo, Francesco; Escanciano, Juan Carlos; Otsu, Taisuke - In: Essays in honor of Jerry Hausman, (pp. 455-477). 2012
This chapter proposes a simple, fairly general, test for global identification of unconditional moment restrictions implied from point-identified conditional moment restrictions. The test is a Hausman-type test based on the Hausdorff distance between an estimator that is consistent even under...
Persistent link: https://www.econbiz.de/10015378517