Let (<italic>X</italic>₁, <italic>Y</italic>₁), …, (<italic>X</italic>, <italic>Y</italic>) be independent and identically distributed random variables and let <italic>l</italic>(<italic>x</italic>) be the unknown <italic>p</italic>-quantile regression curve of <italic>Y</italic> conditional on <italic>X</italic>. A quantile smoother <italic>l</italic>(<italic>x</italic>) is a localized, nonlinear estimator of <italic>l</italic>(<italic>x</italic>). The strong uniform consistency rate is established under...

This paper proposes a nonparametric test of Granger causality in quantile. Zheng (1998, <italic>Econometric Theory</italic> 14, 123–138) studied the idea to reduce the problem of testing a quantile restriction to a problem of testing a particular type of mean restriction in independent data. We extend...

Positive definiteness of income effect matrices provides a sufficient condition for the <italic>law of demand</italic> to hold. Given cross section household expenditure data, empirical evidence for the law of demand can be obtained by estimating such matrices. Härdle, Hildenbrand, and Jerison used the...

This paper describes a method for testing a parametric model of the mean of a random variable <italic>Y</italic> conditional on a vector of explanatory variables <italic>X</italic> against a semiparametric alternative. The test is motivated by a conditional moment test against a parametric alternative and amounts to replacing...