Trinity tests of functions for conditional moment models

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2020.104604 ◽

2020 ◽

Vol 178 ◽

pp. 104604

Author(s):

Jing Tao

Keyword(s):

Conditional Moment ◽

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Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models

Econometrica ◽

10.3982/ecta10771 ◽

2015 ◽

Vol 83 (3) ◽

pp. 1013-1079 ◽

Author(s):

Xiaohong Chen ◽

Demian Pouzo

Keyword(s):

Conditional Moment ◽

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Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments

SSRN Electronic Journal ◽

10.2139/ssrn.1126241 ◽

2008 ◽

Author(s):

Xiaohong Chen ◽

Demian Pouzo

Keyword(s):

Conditional Moment ◽

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Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Generalized Residuals

SSRN Electronic Journal ◽

10.2139/ssrn.1753011 ◽

2011 ◽

Author(s):

Xiaohong Chen ◽

Demian Pouzo

Keyword(s):

Conditional Moment ◽

Moment Models ◽

Generalized Residuals

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Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals

Journal of Econometrics ◽

10.1016/j.jeconom.2009.02.002 ◽

2009 ◽

Vol 152 (1) ◽

pp. 46-60 ◽

Author(s):

Xiaohong Chen ◽

Demian Pouzo

Keyword(s):

Efficient Estimation ◽

Conditional Moment ◽

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Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models

SSRN Electronic Journal ◽

10.2139/ssrn.2518456 ◽

2014 ◽

Author(s):

Xiaohong Chen ◽

Demian Pouzo

Keyword(s):

Conditional Moment ◽

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Conditional moment models under semi-strong identification

Journal of Econometrics ◽

10.1016/j.jeconom.2014.04.008 ◽

2014 ◽

Vol 182 (1) ◽

pp. 59-69 ◽

Author(s):

Bertille Antoine ◽

Pascal Lavergne

Keyword(s):

Conditional Moment ◽

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Sieve Quasi Likelihood Ratio Inference on Semi/Nonparametric Conditional Moment Models

SSRN Electronic Journal ◽

10.2139/ssrn.2271617 ◽

2013 ◽

Author(s):

Xiaohong Chen ◽

Demian Pouzo

Keyword(s):

Likelihood Ratio ◽

Conditional Moment ◽

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Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals

10.1920/wp.cem.2009.2009 ◽

2009 ◽

Author(s):

Xiaohong Chen ◽

Demian Pouzo

Keyword(s):

Efficient Estimation ◽

Conditional Moment ◽

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Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals

10.1920/wp.cem.2008.0908 ◽

2008 ◽

Author(s):

Xiaohong Chen ◽

Demian Pouzo

Keyword(s):

Efficient Estimation ◽

Conditional Moment ◽

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On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models

Computational Statistics ◽

10.1007/s00180-013-0447-0 ◽

2013 ◽

Vol 29 (1-2) ◽

pp. 233-261

Author(s):

Rachida Ouysse

Keyword(s):

Block Bootstrap ◽

Conditional Moment ◽

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