A simple test for identification in GMM under conditional moment restrictions - Research Database, The University of York

By the same authors

Semiparametric quantile regression with random censoring
Bravo, F., 10 Sep 2018
Article in Annals of the Institute of Statistical Mathematics
Two-step semiparametric empirical likelihood inference
Bravo, F., Escanciano, J. C. & van Keilegom, I., 19 Jul 2018, (Accepted/In press)
Article in Annals of Statistics
Generalized Empirical Likelihood M Testing for Semiparametric Models with Time Series Data
Bravo, F., Jacho-Chávez, D. T. & Chu, B., 12 Jan 2017
Article in Econometrics and Statistics
Semiparametric estimation of moment conditions models with weakly dependent data
Bravo, F., Chu, B. & Jacho-Chávez, D., 13 Nov 2016
Article in Journal of Nonparametric Statistics
Local information theoretic methods for smooth coefficients dynamic panel data models
Bravo, F., 14 Mar 2016
Article in Journal of Time Series Analysis

A simple test for identification in GMM under conditional moment restrictions

Research output: Chapter in Book/Report/Conference proceeding › Chapter (peer-reviewed)

Published copy (DOI)

10.1108/S0731-9053(2012)0000029020

Author(s)

Francesco Bravo
J Escanciano
T Otsu

Department/unit(s)

Economics

Publication details

Title of host publication	Advances in Econometrics
Date	Published - 2012
Pages	455-478
Editors	Badi H. Baltagi, R. Carter Hill, Whitney K. Newey, Halbert L. White
Volume	29
Original language	English
ISBN (Electronic)	978-1-78190-308-7

Publication series

Name	Advances in Econometrics
Volume	29
ISSN (Electronic)	0731-9053

Discover related content

Find related publications, people, projects, datasets and more using interactive charts.

View graph of relations

York staff: edit these data