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Tests of additional conditional moment restrictions

Parente, Paulo M. D. C.; Smith, Richard J. - In: Journal of econometrics 200 (2017) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10011897684

Testing under weak identification with conditional moment restrictions

Jun, Sung Jae; Pinkse, Joris - In: Econometric theory 28 (2012) 6, pp. 1229-1282

Persistent link: https://www.econbiz.de/10009743174

Testing for non-nested conditional moment restrictions using unconditional empirical likelihood

Otsu, Taisuke (contributor); Seo, Myung Hwan (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003767429

Semiparametric tests of conditional moment restrictions under weak or partial identification

Jun, Sung Jae; Pinkse, Joris - In: Journal of econometrics 152 (2009) 1, pp. 3-18

Persistent link: https://www.econbiz.de/10003878518

Sieve semiparametric two-step GMM under weak dependence

Chen, Xiaohong; Liao, Zhipeng - In: Journal of econometrics 189 (2015) 1, pp. 163-186

Persistent link: https://www.econbiz.de/10011502514

Sieve semiparametric two-step GMM under weak dependence

Chen, Xiaohong; Liao, Zhipeng - 2015

Persistent link: https://www.econbiz.de/10011312300

Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects

Sun, Yiguo; Malikov, Emir - In: Journal of econometrics 203 (2018) 2, pp. 359-378

Persistent link: https://www.econbiz.de/10011974689

Model-selection tests for conditional moment restriction models

Hsu, Yu-Chin; Shi, Xiaoxia - In: The econometrics journal 20 (2017) 1, pp. 52-85

Persistent link: https://www.econbiz.de/10011719965

Semiparametric estimation and testing of smooth coefficient spatial autoregressive models

Malikov, Emir; Sun, Yiguo - In: Journal of econometrics 199 (2017) 1, pp. 12-34

Persistent link: https://www.econbiz.de/10011818803

Testing a Class of Semi- or Nonparametric Conditional Moment Restriction Models using Series Methods

Sørensen, Jesper R.-V. - 2020

This paper proposes a new test for a class of conditional moment restrictions whose parameterization involves unknown, unrestricted conditional expectation functions. Examples of such conditional moment restrictions are conditional mean independence (leading to a nonparametric significance test)...

Persistent link: https://www.econbiz.de/10012826483