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This paper examines a general class of inferential problems in semiparametric and nonparametric models defined by conditional moment restrictions. We construct tests for the hypothesis that at least one element of the identified set satisfies a conjectured (Banach space) "equality" and/or (a...
Persistent link: https://www.econbiz.de/10011337665
statistics and proposed inference methods are based on the minimum of the generalized method of moments (GMM) objective function … have good power relative to unrestricted GMM. …
Persistent link: https://www.econbiz.de/10013332218