View source: R/BoundingCovariateEffects.R
test.point_Bei_MT | R Documentation |
This function performs the unconditional moment restriction test
as described in Bei (2024). This function directly extends
test.point_Bei
by allowing for pairs of moment restrictions over a
grid of time points.
test.point_Bei_MT(
r,
c,
t,
par.space,
data,
hp,
verbose = FALSE,
inst.func.evals = NULL,
alpha = 0.95,
parallel = FALSE
)
r |
Result of the projection for which the test should be carried out. |
c |
The projection matrix. For now, c is restricted to being an elementary vector, i.e. c = (0, ...,0, 1, 0, ..., 0). |
t |
The time point at which to evaluate theta. Also allowed to be a vector of time points (used in estimating the model under assumed time- independent coefficients). |
par.space |
Matrix containing 2 columns and |
data |
Data frame on which to base the test. |
hp |
List of hyperparameters needed. |
verbose |
Boolean variable indicating whether to print updates of the estimation process to the console. |
inst.func.evals |
Matrix of precomputed instrumental function
evaluations for each observation in the data set. Used to speed up the
simulations. If |
alpha |
The significance level at which to perform the test. Default is
|
parallel |
Flag for whether or not parallel computing should be used.
Default is |
Bei, X. (2024). Local linearization based subvector inference in moment inequality models. Journal of Econometrics, 238(1), 105549-. https://doi.org/10.1016/j.jeconom.2023.10554
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