In this paper, we proposed a parametric hypothesis test of the multiplicative distortion model under exponentially distributed but unobserved random variable. The unobservable variable is distorted in fashion by an observed confounding Firstly, some new statistics are to checking exponential distribution assumption without effects. Next, several when fashion. For latter, automatically eliminate...

This paper considers the problem of speci cation testing in general parametric models and shows that for a wide class of models the hypothesis of correct speci cation is equivalent to a continuum of moment equalities. Using these moment equalities we construct a class of speci cation tests that have correct asymptotic size in general parametric models, including stationary time series models, a...