Generalized empirical likelihood testing in semiparametric conditional moment restrictions models

DOI10.1111/j.1368-423X.2011.00354.xzbMath1241.62064MaRDI QIDQ2895998

Francesco Bravo

Publication date: 13 July 2012

Published in: The Econometrics Journal (Search for Journal in Brave)

zbMATH Keywords

kernel estimatorKaplan-Meier estimatormarked empirical processintegrated moment restrictions

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Monte Carlo methods (65C05) Statistical tables (62Q05)

Related Items

Generalized empirical likelihood for nonsmooth estimating equations with missing data, New test statistics for hypothesis testing of parameters in conditional moment restriction models, Partially linear varying coefficient models with missing at random responses, Semiparametric empirical likelihood tests in varying coefficient partially linear models with repeated measurements

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