메뉴 건너뛰기




Volumn 152, Issue 1, 2009, Pages 3-18

Semiparametric tests of conditional moment restrictions under weak or partial identification

Author keywords

Conditional moments; k nearest neighbors; Nonparametric testing; Specification tests; Weak identification

Indexed keywords

CONDITIONAL MOMENTS; K-NEAREST NEIGHBORS; NONPARAMETRIC TESTING; SPECIFICATION TESTS; WEAK IDENTIFICATION;

EID: 68649087117     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2009.02.005     Document Type: Article
Times cited : (9)

References (26)
  • 1
    • 0000932315 scopus 로고
    • A consistent conditional coment test of functional Form
    • Bierens H.J. A consistent conditional coment test of functional Form. Econometrica 58 (1990) 1443-1458
    • (1990) Econometrica , vol.58 , pp. 1443-1458
    • Bierens, H.J.1
  • 2
    • 34547678276 scopus 로고    scopus 로고
    • Estimation and confidence regions for parameter sets in econometric models
    • Chernozhukov V., Hong H., and Tamer E. Estimation and confidence regions for parameter sets in econometric models. Eonometrica 75 (2007) 1243-1284
    • (2007) Eonometrica , vol.75 , pp. 1243-1284
    • Chernozhukov, V.1    Hong, H.2    Tamer, E.3
  • 5
    • 84950450933 scopus 로고
    • Testing the goodnss of fit of a linear model via nonparametric regression techniques
    • Eubank R.L., and Spiegelman C.H. Testing the goodnss of fit of a linear model via nonparametric regression techniques. Journal of American Statistical Association 85 (1990) 387-392
    • (1990) Journal of American Statistical Association , vol.85 , pp. 387-392
    • Eubank, R.L.1    Spiegelman, C.H.2
  • 6
    • 0030353969 scopus 로고    scopus 로고
    • Consistent model specification test: Omitted variables and semiparametric functional forms
    • Fan Y., and Li Q. Consistent model specification test: Omitted variables and semiparametric functional forms. Econometrca 64 (1996) 865-890
    • (1996) Econometrca , vol.64 , pp. 865-890
    • Fan, Y.1    Li, Q.2
  • 7
    • 0034363394 scopus 로고    scopus 로고
    • Consistent model specification test: Kernel-based tests versus Bierens' ICM tests
    • Fan Y., and Li Q. Consistent model specification test: Kernel-based tests versus Bierens' ICM tests. Econometric Theory 2000 (2000) 1016-1041
    • (2000) Econometric Theory , vol.2000 , pp. 1016-1041
    • Fan, Y.1    Li, Q.2
  • 8
    • 22944480863 scopus 로고    scopus 로고
    • Data-driven rate-opimal specification testing in regression models
    • Guerre E., and Lavergne P. Data-driven rate-opimal specification testing in regression models. Annals of Statistcs 33 (2005) 840-870
    • (2005) Annals of Statistcs , vol.33 , pp. 840-870
    • Guerre, E.1    Lavergne, P.2
  • 9
    • 42649139912 scopus 로고    scopus 로고
    • Specifiation testing under moment inequalities
    • Guggenberger P., Hahn J., and Kim K. Specifiation testing under moment inequalities. Economics Letters 99 (2008) 375-378
    • (2008) Economics Letters , vol.99 , pp. 375-378
    • Guggenberger, P.1    Hahn, J.2    Kim, K.3
  • 10
    • 21344496537 scopus 로고
    • Comparing nonparametric versus parametric regression fits
    • Härdle W., and Mammen E. Comparing nonparametric versus parametric regression fits. Annals of Statistics 21 (1993) 1926-1947
    • (1993) Annals of Statistics , vol.21 , pp. 1926-1947
    • Härdle, W.1    Mammen, E.2
  • 11
    • 0034991055 scopus 로고    scopus 로고
    • An adaptive, rte-optimal test of parametric mean-regression model against a nonparamtric alternative
    • Horowitz J.L., and Spokoiny V.G. An adaptive, rte-optimal test of parametric mean-regression model against a nonparamtric alternative. Econometrica 69 (2001) 599-631
    • (2001) Econometrica , vol.69 , pp. 599-631
    • Horowitz, J.L.1    Spokoiny, V.G.2
  • 15
    • 85011452611 scopus 로고    scopus 로고
    • Asymptotic inefficiency of an estimator derived from a kernel-based test statistic
    • Linton O. Asymptotic inefficiency of an estimator derived from a kernel-based test statistic. Econometric Theory 13 (1997) 306-307
    • (1997) Econometric Theory , vol.13 , pp. 306-307
    • Linton, O.1
  • 16
    • 68649102845 scopus 로고    scopus 로고
    • Asymptotic inefficiency of an estimator derived from a kernel-based test statistic
    • Linton O. Asymptotic inefficiency of an estimator derived from a kernel-based test statistic. Econometric Theory 14 (1998) 153-154
    • (1998) Econometric Theory , vol.14 , pp. 153-154
    • Linton, O.1
  • 17
    • 0001075056 scopus 로고
    • Asymptotically efficient estimation inthe presence of heteroskedasticity of unknown form
    • Robinson P.M. Asymptotically efficient estimation inthe presence of heteroskedasticity of unknown form. Econometrica 55 (1987) 875-891
    • (1987) Econometrica , vol.55 , pp. 875-891
    • Robinson, P.M.1
  • 18
    • 0000218602 scopus 로고
    • Root-N-consistent semiparametric regrssion
    • Robinson P.M. Root-N-consistent semiparametric regrssion. Econometrica 56 (1988) 931-954
    • (1988) Econometrica , vol.56 , pp. 931-954
    • Robinson, P.M.1
  • 19
    • 0000830828 scopus 로고
    • Consistent nonparametric entropy based testing
    • Robinson P.M. Consistent nonparametric entropy based testing. Review of Economic Studies 58 (1991) 437-453
    • (1991) Review of Economic Studies , vol.58 , pp. 437-453
    • Robinson, P.M.1
  • 20
    • 0002542168 scopus 로고
    • A quadratic measure of deviation of two-dimensional density estimates and a test of independence
    • Rosenblatt M. A quadratic measure of deviation of two-dimensional density estimates and a test of independence. Annals of Statistics 3 (1975) 1-14
    • (1975) Annals of Statistics , vol.3 , pp. 1-14
    • Rosenblatt, M.1
  • 21
    • 0346307687 scopus 로고    scopus 로고
    • Instrumental variable regression with weak instruments
    • Staiger D., and Stock J.H. Instrumental variable regression with weak instruments. Econometrica 65 (1997) 557-586
    • (1997) Econometrica , vol.65 , pp. 557-586
    • Staiger, D.1    Stock, J.H.2
  • 22
    • 0000328019 scopus 로고    scopus 로고
    • GMM with weak identification
    • Stock J.H., and Wright J.H. GMM with weak identification. Econometrica 68 (2000) 1055-1096
    • (2000) Econometrica , vol.68 , pp. 1055-1096
    • Stock, J.H.1    Wright, J.H.2
  • 23
    • 0000388992 scopus 로고
    • Consistent nonparametric regression
    • Stone C.J. Consistent nonparametric regression. Annals of Statistic 5 (1977) 595-620
    • (1977) Annals of Statistic , vol.5 , pp. 595-620
    • Stone, C.J.1
  • 24
    • 0000284943 scopus 로고
    • The local nature of hypothesis tests invoving inequality constraints in nonlinear models
    • Wolak F.A. The local nature of hypothesis tests invoving inequality constraints in nonlinear models. Econometrica 59 (1991) 981-995
    • (1991) Econometrica , vol.59 , pp. 981-995
    • Wolak, F.A.1
  • 25
    • 84971946984 scopus 로고
    • A test for functional form against nonparametric alternatives
    • Wooldridge J.M. A test for functional form against nonparametric alternatives. Econometric Theory 8 (1992) 452-475
    • (1992) Econometric Theory , vol.8 , pp. 452-475
    • Wooldridge, J.M.1
  • 26
    • 0000617856 scopus 로고    scopus 로고
    • A consistent test of functional form via nonparametric estimation techniques
    • Zheng J.X. A consistent test of functional form via nonparametric estimation techniques. Journal of Econometrics 75 (1996) 263-289
    • (1996) Journal of Econometrics , vol.75 , pp. 263-289
    • Zheng, J.X.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.