New test statistics for hypothesis testing of parameters in conditional moment restriction models

DOI10.1080/03610926.2018.1472775OpenAlexW2942572750WikidataQ128164967 ScholiaQ128164967MaRDI QIDQ5078130

Yan Zhou, Zi-Qi Chen

Publication date: 20 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2018.1472775

zbMATH Keywords

hypothesis testingconditional moment restrictionstest statistic

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• Maximal inequalities for degenerate \(U\)-processes with applications to optimization estimators
• Empirical likelihood estimation and consistent tests with conditional moment restrictions
• Asymptotic efficiency in estimation with conditional moment restrictions
• Generalized empirical likelihood testing in semiparametric conditional moment restrictions models
• Semiparametric estimation of the Box-Cox transformation model
• The Limiting Distribution of the Maximum Rank Correlation Estimator
• Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
• Consistent Estimation of Models Defined by Conditional Moment Restrictions

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