Sentana, Juan Tests for independence between categorical variables. (English) Zbl 07617894 Econ. Lett. 220, Article ID 110850, 4 p. (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Xuexin A new class of tests for overidentifying restrictions in moment condition models. (English) Zbl 1491.62267 Econom. Rev. 39, No. 5, 495-509 (2020). MSC: 62P20 62F03 62G05 × Cite Format Result Cite Review PDF Full Text: DOI Link
Magazzini, Laura; Calzolari, Giorgio Testing initial conditions in dynamic panel data models. (English) Zbl 1490.62465 Econom. Rev. 39, No. 2, 115-134 (2020). MSC: 62P20 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Ketz, Philipp Testing overidentifying restrictions with a restricted parameter space. (English) Zbl 1431.62027 Econ. Lett. 185, Article ID 108743, 5 p. (2019). MSC: 62B15 62E20 × Cite Format Result Cite Review PDF Full Text: DOI
Gospodinov, Nikolay; Kan, Raymond; Robotti, Cesare Spurious inference in reduced-rank asset-pricing models. (English) Zbl 1420.91104 Econometrica 85, No. 5, 1613-1628 (2017). MSC: 91B25 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Kiviet, Jan F. Discriminating between (in)valid external instruments and (in)valid exclusion restrictions. (English) Zbl 1400.62323 J. Econom. Methods 6, No. 1, Article ID 20160005, 9 p. (2017). MSC: 62P20 62F05 × Cite Format Result Cite Review PDF Full Text: DOI Link
Davidson, Russell; MacKinnon, James G. Confidence sets based on inverting Anderson-Rubin tests. (English) Zbl 1521.62034 Econom. J. 17, No. 2, S39-S58 (2014). MSC: 62F25 62P20 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Wolf, Michael Subsampling tests of parameter hypotheses and overidentifying restrictions with possible failure of identification. (English) Zbl 1316.62029 Int. J. Approx. Reasoning 54, No. 6, 769-792 (2013). MSC: 62F03 60F05 62G09 × Cite Format Result Cite Review PDF Full Text: DOI
Lee, Yoonseok; Okui, Ryo Hahn-Hausman test as a specification test. (English) Zbl 1441.62791 J. Econom. 167, No. 1, 133-139 (2012). MSC: 62P20 62F03 62F05 × Cite Format Result Cite Review PDF Full Text: DOI
Guggenberger, Patrik A note on the (in)consistency of the test of overidentifying restrictions and the concepts of true and pseudo-true parameters. (English) Zbl 1283.62032 Econ. Lett. 117, No. 3, 901-904 (2012). MSC: 62F03 62J05 × Cite Format Result Cite Review PDF Full Text: DOI
Semykina, Anastasia Specification tests and tests for overidentifying restrictions in panel data models with selection. (English) Zbl 1242.91165 Econ. Lett. 115, No. 1, 53-55 (2012). MSC: 91B82 × Cite Format Result Cite Review PDF Full Text: DOI
Sarafidis, Vasilis; Yamagata, Takashi; Robertson, Donald A test of cross section dependence for a linear dynamic panel model with regressors. (English) Zbl 1429.62696 J. Econom. 148, No. 2, 149-161 (2009). MSC: 62P20 62M10 × Cite Format Result Cite Review PDF Full Text: DOI HAL
Bravo, Francesco Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models. (English) Zbl 1206.62045 Econom. J. 12, No. 2, 208-231 (2009). MSC: 62G05 62M09 65C05 62G20 × Cite Format Result Cite Review PDF Full Text: DOI
Yamagata, Takashi A joint serial correlation test for linear panel data models. (English) Zbl 1418.62546 J. Econom. 146, No. 1, 135-145 (2008). MSC: 62P20 62M10 62F03 62F05 × Cite Format Result Cite Review PDF Full Text: DOI HAL
Allen, Jason Size matters: Covariance matrix estimation under the alternative. (English) Zbl 1127.62120 Econom. J. 10, No. 3, 637-644 (2007). MSC: 62P20 65C05 62H12 62F10 × Cite Format Result Cite Review PDF Full Text: DOI
Bowsher, Clive G. On testing overidentifying restrictions in dynamic panel data models. (English) Zbl 1027.91062 Econ. Lett. 77, No. 2, 211-220 (2002). MSC: 91B82 × Cite Format Result Cite Review PDF Full Text: DOI
Hall, Alastair R. Covariance matrix estimation and the power of the overidentifying restrictions test. (English) Zbl 1015.62123 Econometrica 68, No. 6, 1517-1527 (2000). MSC: 62P20 62H12 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Carrasco, Marine; Florens, Jean-Pierre Generalization of GMM to a continuum of moment conditions. (English) Zbl 0968.62028 Econom. Theory 16, No. 6, 797-834 (2000). MSC: 62F12 46N30 62E20 62M05 × Cite Format Result Cite Review PDF Full Text: DOI
Ghysels, Eric; Guay, Alain; Hall, Alastair Predictive tests for structural change with unknown breakpoint. (English) Zbl 0944.62121 J. Econom. 82, No. 2, 209-233 (1998); corrigendum ibid. 90, No. 2, 337-343 (1999). MSC: 62P20 62E20 62F05 × Cite Format Result Cite Review PDF Full Text: DOI
Hall, Peter; Horowitz, Joel L. Bootstrap critical values for tests based on generalized-method-of-moments estimators. (English) Zbl 0854.62045 Econometrica 64, No. 4, 891-916 (1996). MSC: 62G09 62F12 62G10 62F05 × Cite Format Result Cite Review PDF Full Text: DOI
Erlat, Haluk A note on computing tests of overidentifying restrictions. (English) Zbl 0791.62101 METU Stud. Dev. 20, No. 1-2, 63-77 (1993). MSC: 62P20 62J99 × Cite Format Result Cite Review PDF
Cappuccio, Nunzio; Orsi, Renzo Testing exogeneity in overidentified models. (English) Zbl 1446.62303 J. Ital. Stat. Soc. 1, No. 2, 203-225 (1992). MSC: 62P20 62M10 62H12 62E20 × Cite Format Result Cite Review PDF Full Text: DOI
Ghysels, Eric; Hall, Alastair Are consumption-based intertemporal capital asset pricing models structural? (English) Zbl 0731.62157 J. Econom. 45, No. 1-2, 121-139 (1990). MSC: 62P20 91B24 × Cite Format Result Cite Review PDF Full Text: DOI
Monfort, A.; Rabemananjara, R. From a VAR model to a structural model, with an application to the wage- price spiral. (English) Zbl 0713.62109 J. Appl. Econom. 5, No. 3, 203-227 (1990). Reviewer: H.S.Buscher MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Gallant, A. Ronald; Tauchen, George Seminonparametric estimation of conditionally constrained heterogeneous processes: Asset pricing applications. (English) Zbl 0679.62096 Econometrica 57, No. 5, 1091-1120 (1989). MSC: 62P20 91B24 × Cite Format Result Cite Review PDF Full Text: DOI Link
Lee, Bong-Soo Solving, estimating, and testing a nonlinear stochastic equilibrium model, with an example of the asset returns and inflation relationship. (English) Zbl 0671.62110 J. Econ. Dyn. Control. 13, No. 4, 499-531 (1989). MSC: 62P20 65C20 91B82 91B50 × Cite Format Result Cite Review PDF Full Text: DOI
Magdalinos, Michael A. The local power of the tests of overidentifying restrictions. (English) Zbl 0667.62078 Int. Econ. Rev. 29, No. 3, 509-524 (1988). Reviewer: V.Cohen MSC: 62P20 91B82 × Cite Format Result Cite Review PDF Full Text: DOI
Szroeter, Jerzy Generalized Wald methods for testing nonlinear implicit and overidentifying restrictions. (English) Zbl 0513.62117 Econometrica 51, 335-353 (1983). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Hwang, Hae-Shin A comparison of tests of overidentifying restrictions. (English) Zbl 0446.62116 Econometrica 48, 1821-1825 (1980). MSC: 62P20 62H12 62J99 × Cite Format Result Cite Review PDF Full Text: DOI