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Goodness-of-Fit Tests based on Series Estimators in Nonparametric Instrumental Regression

Christoph Breunig

arXiv 23 Sep 2019 · Econometrics · publishedJournal of Econometrics (2014) · 26 citations (OpenAlex)

arXiv:1909.10133 · PDF · DOI · OpenAlex · Extracted main text

Abstract

This paper proposes several tests of restricted specification in nonparametric instrumental regression. Based on series estimators, test statistics are established that allow for tests of the general model against a parametric or nonparametric specification as well as a test of exogeneity of the vector of regressors. The tests' asymptotic distributions under correct specification are derived and their consistency against any alternative model is shown. Under a sequence of local alternative hypotheses, the asymptotic distributions of the tests is derived. Moreover, uniform consistency is established over a class of alternatives whose distance to the null hypothesis shrinks appropriately as the sample size increases. A Monte Carlo study examines finite sample performance of the test statistics.

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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1R. Blundell and J. Horowitz (2007) A nonparametric test of exogeneity1.00064100%
2J. L. Horowitz (2006) Testing a parametric model against a nonparametric alternative with identification through instrumental variables1.00064100%
3J. L. Horowitz (2012) Specification testing in nonparametric instrumental variables estimation1.00063100%
4J. L. Horowitz (2011) Applied nonparametric instrumental variables estimation0.92843100%
5J. Johannes and M. Schwarz (2010) Adaptive nonparametric instrumental regression by model selection0.7946350%
6X. Chen and M. Rei (2011) On rate optimality for ill-posed inverse problems in econometrics0.73732100%
7W. K. Newey (1997) Convergence rates and asymptotic normality for series estimators0.6443267%
8P. Hall and J. L. Horowitz (2005) Nonparametric methods for inference in the presence of instrumental variables0.64422100%
9Y. Hong and H. White (1995) Consistent specification testing via nonparametric series regression0.64422100%
10G. Tripathi and Y. Kitamura (2003) Testing conditional moment restrictions0.64422100%

Showing the top 10 of 25 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1Optimal Sup-norm Rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression0.40511
2Adaptive estimation for some nonparametric instrumental variable models0.40511
3Adaptive, Rate-Optimal Hypothesis Testing in Nonparametric IV Models0.40511
4Testability of Reverse Causality Without Exogenous Variation0.40511