Orme, Chris - In: Econometric Theory 11 (1995) 02, pp. 290-305
<italic>Conditional moment tests</italic> check to see whether or not population moment equalities, implied by the null model specification, hold approximately in the sample. Asymptotically valid conditional statistics can easily be calculated from the output of a so-called <italic>outer product of the gradient</italic> (OPG)...