A nonparametric test of a strong leverage hypothesis
Year of publication: |
2013
|
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Authors: | Linton, Oliver ; Whang, Yoon-Jae ; Yen, Yu-Min |
Publisher: |
London : Centre for Microdata Methods and Practice (cemmap) |
Subject: | Distribution function | Leverage Effect | Gaussian Process |
Series: | cemmap working paper ; CWP28/13 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.1920/wp.cem.2013.2813 [DOI] 750621125 [GVK] hdl:10419/79535 [Handle] RePEc:ifs:cemmap:28/13 [RePEc] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C15 - Statistical Simulation Methods; Monte Carlo Methods |
Source: |
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A nonparametric test of the leverage hypothesis
Linton, Oliver, (2012)
-
A nonparametric test of a strong leverage hypothesis
Linton, Oliver, (2013)
-
A nonparametric test of the leverage hypothesis
Linton, Oliver, (2012)
- More ...
-
A nonparametric test of the leverage hypothesis
Linton, Oliver, (2012)
-
A nonparametric test of a strong leverage hypothesis
Linton, Oliver, (2013)
-
A nonparametric test of the leverage hypothesis
Linton, Oliver, (2012)
- More ...