Add to ORKGThis paper develops a specification test for functional form for models identified by moment restrictions, including IV and GMM settings. The general framework is one where the moment restrictions are specified as functions of data, a finite-dimensional parameter vector, and a nonparametric real function (an infinite-dimensional parameter vector). The null hypothesis is that the real function is parametric. The test is relatively easy to implement and its asymptotic distribution is known. The test performs well in simulation experiments.42 p
A Specification Test for Nonparametric Instrumental Variable Regression We consider testing for corr...
General methods for testing the fit of a parametric function are proposed. The idea underlying each ...
This paper proposes a consistent model speci\u85cation test that can be applied to a wide class of m...
This paper develops a specification test for functional form for models identified by a conditional ...
We propose two classes of consistent tests in parametric econometric models defined through multiple...
We propose two classes of consistent tests in parametric econometric models defined through multiple...
This paper presents three procedures for testing specifications of regression models. The first proc...
A general model specification test of a parametric model against a nonparametric or semiparametric a...
The m-testing approach provides a general and convenient framework in which to view and construct sp...
This paper presents a simple framework for testing the specification of parametric conditional means...
This article addresses statistical inference in models defined by conditional moment restrictions. O...
This article addresses statistical inference in models defined by conditional moment restrictions. O...
This article proposes omnibus tests for conditional symmetry around a parametric function in a dynam...
We address the issue of consistent specification testing in general econometric models definedı by m...
This paper is concerned with inference about a function g that is identified by a conditional moment...
A Specification Test for Nonparametric Instrumental Variable Regression We consider testing for corr...
General methods for testing the fit of a parametric function are proposed. The idea underlying each ...
This paper proposes a consistent model speci\u85cation test that can be applied to a wide class of m...
This paper develops a specification test for functional form for models identified by a conditional ...
We propose two classes of consistent tests in parametric econometric models defined through multiple...
We propose two classes of consistent tests in parametric econometric models defined through multiple...
This paper presents three procedures for testing specifications of regression models. The first proc...
A general model specification test of a parametric model against a nonparametric or semiparametric a...
The m-testing approach provides a general and convenient framework in which to view and construct sp...
This paper presents a simple framework for testing the specification of parametric conditional means...
This article addresses statistical inference in models defined by conditional moment restrictions. O...
This article addresses statistical inference in models defined by conditional moment restrictions. O...
This article proposes omnibus tests for conditional symmetry around a parametric function in a dynam...
We address the issue of consistent specification testing in general econometric models definedı by m...
This paper is concerned with inference about a function g that is identified by a conditional moment...
A Specification Test for Nonparametric Instrumental Variable Regression We consider testing for corr...
General methods for testing the fit of a parametric function are proposed. The idea underlying each ...
This paper proposes a consistent model speci\u85cation test that can be applied to a wide class of m...