Add to ORKGWe propose non-nested tests for competing conditional moment resctriction models using a method of empirical likelihood. Our tests are based on the method of conditional empirical likelihood developed by Kitamura, Tripathi and Ahn (2004) and Zhang and Gijbels (2003). By using the conditional implied probabilities, we develop three non-nested tests: the moment encompassing, Cox-type, and effcient score encompassing tests. Compared to the existing non-nested tests which mainly focus on testing unconditional moment restrictions, our approach directly tests conditional moment restrictions which imply the infinite number of unconditional moment restrictions. We derive the null distributions and power properties of the proposed tests. Simulation ...
AbstractMany statistical models, e.g. regression models, can be viewed as conditional moment restric...
Many statistical models, e.g. regression models, can be viewed as conditional moment restrictions wh...
This article addresses statistical inference in models defined by conditional moment restrictions. O...
We propose non-nested tests for competing conditional moment restriction models using a method of em...
We propose non-nested tests for competing conditional moment resctriction models us-ing a method of ...
We propose non-nested hypotheses tests for conditional moment restriction models based on the method...
We propose nonnested tests for competing conditional moment restriction models using the method of c...
We propose non-nested hypothesis tests for conditional moment restriction models based on the method...
An empirical likelihood test is proposed for parameters of models defined by conditional moment rest...
This paper examines non-nested tests for competing moment condition models using a semiparametric ge...
The primary focus of this article is the provision of tests for the validity of a set of conditional...
We propose two classes of consistent tests in parametric econometric models defined through multiple...
Published in Journal of Econometrics, 2014, 182, 27-44. http://dx.doi.org/10.1016/j.jeconom.2014.04....
In this paper we propose a new consistent conditional moment test, which synergizes Bierens’ approa...
The aim of this thesis is to investigate Generalised Empirical Likelihood (GEL) and related informat...
AbstractMany statistical models, e.g. regression models, can be viewed as conditional moment restric...
Many statistical models, e.g. regression models, can be viewed as conditional moment restrictions wh...
This article addresses statistical inference in models defined by conditional moment restrictions. O...
We propose non-nested tests for competing conditional moment restriction models using a method of em...
We propose non-nested tests for competing conditional moment resctriction models us-ing a method of ...
We propose non-nested hypotheses tests for conditional moment restriction models based on the method...
We propose nonnested tests for competing conditional moment restriction models using the method of c...
We propose non-nested hypothesis tests for conditional moment restriction models based on the method...
An empirical likelihood test is proposed for parameters of models defined by conditional moment rest...
This paper examines non-nested tests for competing moment condition models using a semiparametric ge...
The primary focus of this article is the provision of tests for the validity of a set of conditional...
We propose two classes of consistent tests in parametric econometric models defined through multiple...
Published in Journal of Econometrics, 2014, 182, 27-44. http://dx.doi.org/10.1016/j.jeconom.2014.04....
In this paper we propose a new consistent conditional moment test, which synergizes Bierens’ approa...
The aim of this thesis is to investigate Generalised Empirical Likelihood (GEL) and related informat...
AbstractMany statistical models, e.g. regression models, can be viewed as conditional moment restric...
Many statistical models, e.g. regression models, can be viewed as conditional moment restrictions wh...
This article addresses statistical inference in models defined by conditional moment restrictions. O...