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