Consistent GMM Residuals-Based Tests of Functional Form

DOI10.1080/07474938.2012.690662zbMath1491.62220OpenAlexW3125850011MaRDI QIDQ5080550

Jonathan B. Hill

Publication date: 31 May 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938.2012.690662

zbMATH Keywords

nonlinear modelGMMconsistent testconditional moment test

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Related Items

Stochastically weighted average conditional moment tests of functional form ⋮ A smoothed \(p\)-value test when there is a nuisance parameter under the alternative

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