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Testing distributional assumptions using a continuum of moments
Amengual, Dante; Carrasco, Marine; Sentana, Enrique - In: Journal of econometrics 218 (2020) 2, pp. 655-689
Persistent link: https://www.econbiz.de/10012483175
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A unified approach to estimating and testing income distributions with grouped data
Chen, Yi-ting - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 3, pp. 438-455
Persistent link: https://www.econbiz.de/10012249172
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A two-step method for testing many moment inequalities
Bai, Yuehao; Santos, Andres; Shaikh, Azeem M. - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 1070-1080
Persistent link: https://www.econbiz.de/10013539439
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Testing for symmetries in multivariate inverse problems
Birke, Melanie; Bissantz, Nicolai - 2011
Persistent link: https://www.econbiz.de/10009155215
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Goodness-of-fit tests for stochastic frontier models based on the characteristic function
Meintanis, Simos G.; Papadimitriou, Christos K. - In: Journal of productivity analysis : an official journal … 57 (2022) 3, pp. 285-296
Persistent link: https://www.econbiz.de/10013190857
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A guided nonparametric goodness-of-fit test with application to income distributions
Wen, Kuangyu; Wu, Ximing - In: The econometrics journal 22 (2019) 3, pp. 207-222
Persistent link: https://www.econbiz.de/10012166735
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An entropy-based approach for nonparametrically testing simple probability distribution hypotheses
Mittelhammer, Ron C.; Judge, George G.; Henry, Miguel - In: Econometrics : open access journal 10 (2022) 1, pp. 1-19
In this paper, we introduce a flexible and widely applicable nonparametric entropy-based testing procedure that can be used to assess the validity of simple hypotheses about a specific parametric population distribution. The testing methodology relies on the characteristic function of the...
Persistent link: https://www.econbiz.de/10012805047
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Cross-sectional independence test for a class of parametric panel data models
Pan, Guangming; Gao, Jiti; Yang, Yanrong; Guo, Meihui - 2015
Persistent link: https://www.econbiz.de/10011781344
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Shrinkage of variance for minimum distance based tests
Chaudhuri, Saraswata; Renault, Eric - In: Econometric reviews 34 (2015) 1/5, pp. 328-351
Persistent link: https://www.econbiz.de/10011373279
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Testing over : identifying restrictions without consistent estimation of the asymptotic covariance matrix
Lee, Wei-ming; Kuan, Chung-ming; Hsu, Yu-Chin - 2014
Persistent link: https://www.econbiz.de/10010246721