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Content archived on 2024-06-12

Consistent specification testing of nonlinear econometric models

Objective



Research objectives and content
The project concerns some relevant econometric contributions on specification testing to be published in international scientific journals. Our aim is to use smoothing techniques to build consistent testing procedures of the conditional moment restrictions that define various nonlinear econometric models. This includes testing for the parametric form of nonlinear models, testing for exclusion of some exogenous variables and simultaneous testing of multiple moment restrictions. The application will focus on specification testing of Euler's equations. We intend to consider panel data models of households' consumption and to use both spanish and french surveys.
Training content (objective, benefit and expected impact)
The candidate will be hosted by a group which gathers econometricians and statisticians. This allows not only collaboration with some of these researchers, but also the learning of other aspects of statistical practice through an internal workshop. Contacts with other european researchers will be ease by the close links that some have with the hosting group. An opportunity is also provided to supervise some work of a graduate or Ph.D. student.

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Programme(s)

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Topic(s)

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Call for proposal

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Funding Scheme

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RGI - Research grants (individual fellowships)

Coordinator

Universidad Carlos III de Madrid
EU contribution
No data
Address
126-128,Calle Madrid 126-128
28903 Madrid
Spain

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Total cost

The total costs incurred by this organisation to participate in the project, including direct and indirect costs. This amount is a subset of the overall project budget.

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