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Goodness-of-fit tests for regression using kernel methods
Aït-Sahalia, Yacine.; Bickel, Peter J.; Stoker, Thomas M. - Sloan School of Management, Massachusetts Institute of … - 1994
Persistent link: https://www.econbiz.de/10005574773
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Goodness-of-fit tests for kernel regression with an application to option implied volatilities
Ait-Sahalia, Yacine; Bickel, Peter J.; Stoker, Thomas M. - In: Journal of Econometrics 105 (2001) 2, pp. 363-412
Persistent link: https://www.econbiz.de/10005192333
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Goodness-of-fit tests for kernel regression with an application to option implied volatilities
Aït-Sahalia, Yacine; Bickel, Peter J.; Stoker, Thomas … - In: Journal of econometrics 105 (2001) 2, pp. 363-412
Persistent link: https://www.econbiz.de/10001633671
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Nonparametric testing of an exclusion restriction
Bickel, Peter J.; Ritov, Ya'acov; Stoker, Thomas Martin - In: Identification and inference for econometric models : …, (pp. 505-519). 2005
Persistent link: https://www.econbiz.de/10003352620
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Goodness-of-fit tests for kernel regression with an application to option implied volatilities
Ai͏̈t-Sahalia, Yacine; Bickel, Peter J.; Stoker, Thomas M. - In: Journal of econometrics 105 (2001) 2, pp. 363-412
Persistent link: https://www.econbiz.de/10006772243