Abstract
The following sections are included: Introduction, Framework and Tests Statistics, Asymptotic Properties of the Tests, Bootstrap Test, Monte Carlo Simulations, Conclusion, Appendix, References,
Keywords
Conditional moment restrictions; Hypothesis testings; Smoothing methods; Empirical processes; Generalized-inverses; Bootstrap;
JEL codes
- C12: Hypothesis Testing: General
- C14: Semiparametric and Nonparametric Methods: General
- C15: Statistical Simulation Methods: General
- C52: Model Evaluation, Validation, and Selection
Reference
Pascal Lavergne, and Pierre Nguimkeu, “Uniform in Bandwidth Tests of Specification for Conditional Moment Restrictions Models”, Kaddour Hadri and William Mikhail, 2014.
Published in
Kaddour Hadri and William Mikhail, 2014