Werker, Bas J.M.; Andreou, E. - Tilburg University, Center for Economic Research - 2004
considered before all use nonparametric statistics.On the technical side, we provide a novel approach to the pre-estimation …This paper offers an alternative technique to derive the limiting distribution of residual-based statistics or, more … general, the limiting distribution of statistics with estimated nuisance parameters.This technique allows us to unify many …