This paper proposes several tests of restricted specification in nonparametric instrumental regression. Based on series estimators, test statistics are established that allow for tests of the general model against a parametric or nonparametric specification as well as a test of exogeneity of the...

We develop a nonparametric instrumental variable approach for the estimation of average treatment effects on hazard rates and conditional survival probabilities, without model structure.We derive constructive identification proofs for average treatment effects under noncompliance and dynamic...

Integer-valued autoregressive (INAR) time series form a very useful class of processes suitable to model time series of counts. In the common formulation of Du and Li (1991,JTSA), INAR models of order p share the autocorrelation structure with classical autoregressive time series. This fact...

Deciding whether a time series that appears nonstationary is in fact fractionally integrated or subject to structural change is a diffcult task. However, various tests have recently been introduced for distinguishing long memory from level shifts and nonlinearity. In this paper, three testing...