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On asymptotically exact testing of nonparametric hypotheses
Lepskii, Oleg V. - 1993
Persistent link: https://www.econbiz.de/10000875387
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Semiparametric specification testing
Delgado, Miguel A.; Stengos, Thanasēs - 1990
Persistent link: https://www.econbiz.de/10000129391
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Semiparametric specification testing of nonlinear models
Delgado, Miguel A.; Stengos, Thanasēs - 1990
Persistent link: https://www.econbiz.de/10000129396
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Semiparametric cointegrating rank selection
Cheng, Xu (contributor); Phillips, Peter C. B. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003767412
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Robust moment based estimation and inference : the generalized Cressie-Read estimator
Mittelhammer, Ron C.; Judge, George G. - In: Statistical inference, econometric analysis and matrix …, (pp. 163-177). 2009
Persistent link: https://www.econbiz.de/10003780981
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A generalization of the Burridge-Guerre nonparametric root test
García, Ana; Sansó, Andreu - In: Econometric theory 22 (2006) 4, pp. 756-761
Persistent link: https://www.econbiz.de/10003351884
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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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Robust data-driven inference for density-weighted average derivatives
Cattaneo, Matias D.; Crump, Richard K.; Jansson, Michael - 2009
Persistent link: https://www.econbiz.de/10003883600
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Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative
Horowitz, Joel; Lee, Sokbae - In: Journal of econometrics 152 (2009) 2, pp. 141-152
Persistent link: https://www.econbiz.de/10003892732