Add to ORKGThis paper addresses the issue of detecting misspecified conditional moment restrictions (CMR). We propose a new Hausman-type test based on the comparison of an efficient estimator with an ineficient one, both derived by semiparametrically estimating the CMR using different bandwidths. The proposed test statistic is asymptotically chi-squared distributed under correct specification. We propose a general bootstrap procedure for computing critical values in small samples. The testing procedures are easy to implement and simulation results show that they perform well in small samples. An empirical application to a model of female formal labor force participation and wage determination in urban Ghana is provided
An empirical likelihood test is proposed for parameters of models defined by conditional moment rest...
We propose two classes of consistent tests in parametric econometric models defined through multiple...
We propose non-nested hypothesis tests for conditional moment restriction models based on the method...
This paper addresses the issue of detecting misspecified conditional moment restrictions (CMR). We p...
The primary focus of this article is the provision of tests for the validity of a set of conditional...
This paper proposes a simple, fairly general, test for global identification of unconditional moment ...
We propose nonnested tests for competing conditional moment restriction models using the method of c...
This article provides a uni\u85ed approach to speci\u85cation testing of econo-metric models de\u85n...
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...
The following sections are included: Introduction, Framework and Tests Statistics, Asymptotic Prope...
We propose two classes of consistent tests in parametric econometric models defined through multiple...
Categorical and limited dependent variable models are routinely estimated via maximum likelihood. It...
Let (x, z) be a pair of random vectors. We construct a new “smoothed” empirical likelihood based tes...
Abstract. Many economic models yield conditional moment inequalities that can be used for inference ...
An empirical likelihood test is proposed for parameters of models defined by conditional moment rest...
We propose two classes of consistent tests in parametric econometric models defined through multiple...
We propose non-nested hypothesis tests for conditional moment restriction models based on the method...
This paper addresses the issue of detecting misspecified conditional moment restrictions (CMR). We p...
The primary focus of this article is the provision of tests for the validity of a set of conditional...
This paper proposes a simple, fairly general, test for global identification of unconditional moment ...
We propose nonnested tests for competing conditional moment restriction models using the method of c...
This article provides a uni\u85ed approach to speci\u85cation testing of econo-metric models de\u85n...
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...
The following sections are included: Introduction, Framework and Tests Statistics, Asymptotic Prope...
We propose two classes of consistent tests in parametric econometric models defined through multiple...
Categorical and limited dependent variable models are routinely estimated via maximum likelihood. It...
Let (x, z) be a pair of random vectors. We construct a new “smoothed” empirical likelihood based tes...
Abstract. Many economic models yield conditional moment inequalities that can be used for inference ...
An empirical likelihood test is proposed for parameters of models defined by conditional moment rest...
We propose two classes of consistent tests in parametric econometric models defined through multiple...
We propose non-nested hypothesis tests for conditional moment restriction models based on the method...