bootstrap inference 1conditional moment restrictions 1instrumental variables 1neyman orthogonal score 1nonparametric testing 1treatment effect heterogeneity 1
From the 1 of 2 linked papers with an AI index.
2 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…
econ.EM2026
Orthogonal Integrated Conditional Moment Tests for Treatment Effect Heterogeneity
Haokun Lu, Xiaojun Song
The paper introduces a nonparametric integrated conditional moment test that uses a Neyman‑orthogonal score to detect heterogeneity in treatment effects across subpopulations, and…