3 papers
econ.EM2026
Kernel Minimum Distance Estimation and Testing with Conditional Moment Restrictions: A Unified Framework
Yuhao Li, Haokun Lu, Xiaojun Song
We propose a unified Kernel Minimum Distance (KMD) framework for estimating and testing models defined by conditional moment restrictions. By embedding conditional moments into a R…
stat.ME2026
Kernel Two-Sample Testing via Directional Components Analysis
Rui Cui, Yuhao Li, Xiaojun Song
Standard kernel two-sample tests, such as those based on the Maximum Mean Discrepancy (MMD), aggregate squared differences across all directions in a Reproducing Kernel Hilbert Spa…
econ.EM2025
A Powerful Chi-Square Specification Test with Support Vectors
Yuhao Li, Xiaojun Song
Specification tests, such as Integrated Conditional Moment (ICM) and Kernel Conditional Moment (KCM) tests, are crucial for model validation but often lack power in finite samples.…