Semiparametric tests of conditional moment restrictions under weak or partial identification

Keyphrases

• Robinson 100%
• Partial Identification 100%
• K-nearest 100%
• Weak Identification 100%
• Conditional Moment Restrictions 100%
• Semi-parametric Test 100%
• Conditional Moments 100%
• Parameter Values 50%
• Test Statistic 50%
• Efficient Estimator 50%
• Heteroscedasticity 50%
• Similar Problem 50%
• Parameter Vector 50%
• Local Power 50%
• Specification Test 50%
• Semi-parametric 50%
• Moment Conditions 50%
• Asymptotic Efficiency 50%
• Moment Functions 50%
• Point Identification 50%
• Kernel Weight 50%

Mathematics

• Conditionals 100%
• Nearest Neighbor 66%
• Test Statistic 33%
• Moment Condition 33%
• Moment Function 33%
• Local Power 33%