26 citations · 42 across the 10 of their papers we have counts for
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econ.EM2019★ 26 cited
Goodness-of-Fit Tests based on Series Estimators in Nonparametric Instrumental Regression
Christoph Breunig
This paper proposes several tests of restricted specification in nonparametric instrumental regression. Based on series estimators, test statistics are established that allow for t…
econ.EM2019★ 8 cited
Specification Testing in Nonparametric Instrumental Quantile Regression
Christoph Breunig
There are many environments in econometrics which require nonseparable modeling of a structural disturbance. In a nonseparable model with endogenous regressors, key conditions are…