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
We propose a nonparametric integrated conditional moment (ICM) test for treatment effect heterogeneity across subpopulations defined by a given covariate subvector. Under unconfoun…