behavioural functions, monotonicity and dominance relations, one-sided constraints on conditional moments in GMM estimation … that the predominant tests currently used in econometrics do not appear to enjoy all these properties simultaneously. We …

restrictions, and plays a fundamental role in econometrics and others branches of data analysis. We establish conditions under …, seemingly unrelated regression equations, and single structural equation models. In our analysis, both the parameter dimension …

restrictions, and plays a fundamental role in econometrics and others branches of data analysis. We establish conditions under …, seemingly unrelated regression equations, and single structural equation models. In our analysis, both the parameter dimension …

regression models for spatial data. General forms of spatial dependenceand heterogeneity in explanatory variables and … spatial correlation in disturbances, and nonparametric regression fitting. Some final comments discuss modifications and …

relevant Jacobian matrix obtained as the second order derivative of the moment indicator in a leading case. GMM and GEL tests … difference is noted between GMM and GEL constructions. The paper is concluded by a generalization of these tests to the …

This paper shows how to construct locally robust semiparametric GMM estimators, meaning equivalently moment conditions …

function and that for generalised method of moments (GMM) with weight matrix equal to the inverse of the efficient GMM metric … for GMM for the non-diagonal GMM weight matrix setting. The paper demonstrates that GMM in such circumstances delivers a … GMM with a non-diagonal weight matrix and GEL. A simulation study examines the efficacy of the non-diagonal GMM and GEL …