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Volumn 74, Issue 2, 2006, Pages 521-538

Testing a parametric model against a nonparametric alternative with identification through instrumental variables

Author keywords

Consistent testing; Hypothesis test; Instrumental variables; Specification testing

Indexed keywords


EID: 33645019917     PISSN: 00129682     EISSN: 14680262     Source Type: Journal    
DOI: 10.1111/j.1468-0262.2006.00670.x     Document Type: Article
Times cited : (44)

References (13)
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  • 3
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    • Blundell, R.1    Chen, X.2    Kristensen, D.3
  • 4
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    • Nonparametric instrumental regression
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    • (2002) Working Paper
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  • 5
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    • Empirical likelihood estimation and consistent tests with conditional moment restrictions
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  • 6
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    • Optimal minimax rates for nonparametric specification testing in regression models
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    • Guerre, E.1    Lavergne, P.2
  • 7
    • 33644907163 scopus 로고    scopus 로고
    • Nonparametric methods for inference in the presence of instrumental variables
    • forthcoming
    • HALL, P., AND J. L. HOROWITZ (2005): "Nonparametric Methods for Inference in the Presence of Instrumental Variables," The Annals of Statistics, forthcoming.
    • (2005) The Annals of Statistics
    • Hall, P.1    Horowitz, J.L.2
  • 8
    • 33645019917 scopus 로고    scopus 로고
    • Supplement to 'testing a parametric model against a nonparametric alternative with identification through instrumental variables'
    • HOROWITZ, J. L. (2005): "Supplement to 'Testing a Parametric Model Against a Nonparametric Alternative with Identification Through Instrumental Variables'," Econometrica, 74, http://www.econometricsociety.org/ecta/ supmat/5140proofs.pdf.
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    • Horowitz, J.L.1
  • 9
    • 0034991055 scopus 로고    scopus 로고
    • An adaptive, rate-optimal test of a parametric mean regression model against a nonparametric alternative
    • HOROWITZ, J. L., AND V. G. SPOKOINY (2001): "An Adaptive, Rate-Optimal Test of a Parametric Mean Regression Model Against a Nonparametric Alternative," Econometrica, 69, 599-631.
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    • Horowitz, J.L.1    Spokoiny, V.G.2
  • 10
    • 0036746457 scopus 로고    scopus 로고
    • An adaptive, rate-optimal test of linearity for median regression models
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  • 11
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    • Instrumental variable estimation of nonparametric models
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  • 12
    • 0000016616 scopus 로고    scopus 로고
    • Nonparametric estimation of triangular simultaneous equations models
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  • 13
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    • Testing conditional moment restrictions
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    • Tripathi, G.1    Kitamura, Y.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.