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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

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

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

Testing for symmetries in multivariate inverse problems

Birke, Melanie; Bissantz, Nicolai - 2011

Persistent link: https://www.econbiz.de/10009155215

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

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

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

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

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

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

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