Matches in SemOpenAlex for { <https://semopenalex.org/work/W2018054350> ?p ?o ?g. }
- W2018054350 abstract "Let (x,z) be a pair of observable random vectors. We construct a new smoothed empirical likelihood-based test for the hypothesis $E{ g(z,break theta)|x } = 0$ w.p.1, where g is a vector of known functions and $theta$ an unknown finite-dimensional parameter. We show that the test statistic is asymptotically normal under the null hypothesis and derive its asymptotic distribution under a sequence of local alternatives. Furthermore, the test is shown to possess an optimality property in large samples. Simulation evidence suggests that it also behaves well in small samples." @default.
- W2018054350 created "2016-06-24" @default.
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- W2018054350 date "2003-12-01" @default.
- W2018054350 modified "2023-10-06" @default.
- W2018054350 title "Testing conditional moment restrictions" @default.
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- W2018054350 doi "https://doi.org/10.1214/aos/1074290337" @default.
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