Model-selection tests for conditional moment restriction models

DOI10.1111/ectj.12081OpenAlexW2183043124MaRDI QIDQ5093949

Yu-Chin Hsu, Xiaoxia Shi

Publication date: 2 August 2022

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

Full work available at URL: https://doi.org/10.1111/ectj.12081

zbMATH Keywords

generalized empirical likelihoodpartial identificationasymptotic sizeconditional moment inequalitiesmodel-selection test

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (5)

Misspecified semiparametric model selection with weakly dependent observations ⋮ Treatment effect models with strategic interaction in treatment decisions ⋮ A corrected Clarke test for model selection and beyond ⋮ A GENERAL CLASS OF NON-NESTED TEST STATISTICS FOR MODELS DEFINED THROUGH MOMENT RESTRICTIONS ⋮ A likelihood ratio test for spatial model selection

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