Uniform in Bandwidth Tests of Specification for Conditional Moment Restrictions Models

Pascal Lavergne and Pierre Nguimkeu
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Pascal Lavergne: Unknown

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Abstract: The following sections are included: Introduction, Framework and Tests Statistics, Asymptotic Properties of the Tests, Bootstrap Test, Monte Carlo Simulations, Conclusion, Appendix, References,

Keywords: Conditional moment restrictions; Hypothesis testings; Smoothing methods; Empirical processes; Generalized-inverses; Bootstrap (search for similar items in EconPapers)
Date: 2014
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Published in Econometric Methods and Their Applications in Finance, Macro and Related Fields, Kaddour Hadri and William Mikhail, pp.223-241, 2014, 9789814513463. ⟨10.1142/9789814513470_0009⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03544120

DOI: 10.1142/9789814513470_0009

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