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Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration
Yang, Lijian - 2017
We propose marginal integration estimation and testing methods for the coefficients of varying coefficient multivariate regression model. Asymptotic distribution theory is developed for the estimation method which enjoys the same rate of convergence as univariate function estimation. For the...
Persistent link: https://www.econbiz.de/10012966219
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Testing for symmetries in multivariate inverse problems
Birke, Melanie; Bissantz, Nicolai - 2011
Persistent link: https://www.econbiz.de/10009155215
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Estimation and testing for varying coefficients in additive models with marginal integration
Yang, Lijian; Park, Byeong U.; Xue, Lan; Härdle, Wolfgang - 2005
Persistent link: https://www.econbiz.de/10003323041
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Specification tests for the distribution of errors in nonoarametric regression : a martingale approach
Mora, Juan; Pérez-Alonso, Alicia - 2008
Persistent link: https://www.econbiz.de/10003871481
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A simple and trustworthy asymptotic t test in difference-in-differences regressions
Liu, Cheng; Sun, Yixiao - University of California, San Diego / Department of … - 2019
Persistent link: https://www.econbiz.de/10011987343
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Estimation and testing for varying coefficients in additive models with marginal integration
Yang, Lijian; Härdle, Wolfgang; Park, Byeong U. - 2002
We propose marginal integration estimation and testing methods for the coefficients of varying coefficient multivariate regression model. Asymptotic distribution theory is developed for the estimation method which enjoys the same rate of convergence as univariate function estimation. For the...
Persistent link: https://www.econbiz.de/10009627286
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A simple and trustworthy asymptotic t test in difference-in-differences regressions
Liu, Cheng; Sun, Yixiao - In: Journal of econometrics 210 (2019) 2, pp. 327-362
Persistent link: https://www.econbiz.de/10012303533
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Hypothesis tests with a repeatedly singular information matrix
Amengual, Dante; Bei, Xinyue; Sentana, Enrique - 2020
Persistent link: https://www.econbiz.de/10012208314
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Hypothesis testing on high dimensional quantile regression
Chen, Zhao; Cheng, Vivian Xinyi; Liu, Xu - In: Journal of econometrics 238 (2024) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10015073776
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Reprint: hypothesis testing on high dimensional quantile regression
Chen, Zhao; Cheng, Vivian Xinyi; Liu, Xu - In: Journal of econometrics 239 (2024) 2, pp. 1-18
Persistent link: https://www.econbiz.de/10015074538