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We propose a new family of specification tests called kernel conditional moment (KCM) tests.
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Efficient estimation of models with conditional moment restrictions
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Optimum bounds for the distributions of martingales in banach spaces
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The Bierens test under data dependence
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A consistent test of functional form via nonparametric estimation techniques
J. Zheng · 1996
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Asymptotic Theory of Integrated Conditional Moment Tests
H. Bierens and W. Ploberger · 1997
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Nonparametric model checks for regression
W. Stute · 1997
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A simple consistent bootstrap test for a parametric regression function
Q. Li and S. Wang · 1998
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Consistent specification testing with nuisance parameters present only under the alternative
M. Stinchcombe and H. White · 1998
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Generalization of GMM to a continuum of moment conditions
M. Carrasco and J.-P. Florens · 2000
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A kernel two-sample test
A. Gretton, K. M. Borgwardt, M. J. Rasch, B. Schölkopf, and A. Smola · 2012
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A kernel test of goodness of fit
K. Chwialkowski, H. Strathmann, and A. Gretton · 2016
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A Hausman Specification Test of Conditional Moment Restrictions
P. Lavergne and P. Nguimkeu · 2016
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A kernelized Stein discrepancy for goodness-of-fit tests
Q. Liu, J. Lee, and M. Jordan · 2016
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Econometric Model Specification: Consistent Model Specification Tests and Semi-nonparametric Modeling and Inference
H. Bierens · 2017
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Deep IV: A flexible approach for counterfactual prediction
J. Hartford, G. Lewis, K. Leyton-Brown, and M. Taddy · 2017
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Consistent model specification tests: Kernel-based tests versus Bierens’ ICM tests
Y. Fan and Q. Li · 2000
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Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
C. Ai and X. Chen · 2003
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Empirical likelihood estimation and consistent tests with conditional moment restrictions
S. Donald, G. Imbens, and W. Newey · 2003
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Testing conditional moment restrictions
G. Tripathi and Y. Kitamura · 2003
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Consistent estimation of models defined by conditional moment restrictions
M. Dominguez and I. Lobato · 2004
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Empirical likelihood-based inference in conditional moment restriction models
Y. Kitamura, G. Tripathi, and H. Ahn · 2004
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Kernel mean embedding of distributions: A review and beyond
K. Muandet, K. Fukumizu, B. Sriperumbudur, and B. Schölkopf · 2017
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Control functionals for monte carlo integration
C. Oates, M. Girolami, and N. Chopin · 2017
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Minimax estimation of kernel mean embeddings
I. Tolstikhin, B. Sriperumbudur, and K. Muandet · 2017
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Double/debiased machine learning for treatment and structural parameters
V. Chernozhukov, D. Chetverikov, M. Demirer, E. Duflo, C. Hansen, W. Newey, and J. Robins · 2018
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Adversarial generalized method of moments
G. Lewis and V. Syrgkanis · 2018
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Kernel distribution embeddings: Universal kernels, characteristic kernels and kernel metrics on distributions
C.-J. Simon-Gabriel and B. Schölkopf · 2018
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Generalized random forests
S. Athey, J. Tibshirani, and S. Wager · 2019
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Deep generalized method of moments for instrumental variable analysis
A. Bennett, N. Kallus, and T. Schnabel · 2019
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Non-parametric inference adaptive to intrinsic dimension
K. Khosravi, G. Lewis, and V. Syrgkanis · 2019
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Dual instrumental variable regression
K. Muandet, A. Mehrjou, S. K. Lee, and A. Raj · 2019
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Orthogonal random forest for causal inference
M. Oprescu, V. Syrgkanis, and Z. S. Wu · 2019
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Kernel instrumental variable regression
R. Singh, M. Sahani, and A. Gretton · 2019
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