create a website

.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 45

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Ahmad, I.A., Cerrito, P.B., 1994. Nonparametric estimation of joint discrete-continuous probability densities with applications. Journal of Statistical Planning and Inference 41, 349–364.
    Paper not yet in RePEc: Add citation now
  2. Ait-Sahalia, Y., Bickel, P., Stoker, T.M., 2001. Goodness-of-fit tests for kernel regression with an application to option implied volatilities. Journal of Econometrics 105, 363–412.

  3. Aitchison, J., Aitken, C.G.G., 1976. Multivariate binary discrimination by the kernel method. Biometrika 63, 413–420.
    Paper not yet in RePEc: Add citation now
  4. Andrews, D.W.K., 1997. A conditional Kolmogorov test. Econometrica 65, 1097–1128.

  5. ARTICLE IN PRESS C. Hsiao et al. / Journal of Econometrics 140 (2007) 802–826 Fan, Y., Li, Q., 1996. Consistent model specification tests: omitted variables and semiparametric functional forms. Econometrica 64, 865–890.
    Paper not yet in RePEc: Add citation now
  6. Bhattacharya, R.N., Rao, R.R., 1986. Normal Approximations and Asymptotic Expansions. Krieger, Malabar, FL.
    Paper not yet in RePEc: Add citation now
  7. Bierens, H.J., 1983. Uniform consistency of kernel estimators of a regression function under generalized conditions. Journal of American Statistical Association 77, 699–707.
    Paper not yet in RePEc: Add citation now
  8. Bierens, H.J., 1987. Kernel estimators of regression functions. In: Truman, F.B. (Ed.), Advances in Econometrics: Fifth World Congress, vol. 1. Cambridge University Press, Cambridge, MA, pp. 99–144.
    Paper not yet in RePEc: Add citation now
  9. Bierens, H.J., Ploberger, W., 1997. Asymptotic theory of integrated conditional moment tests. Econometrica 65, 1129–1152.

  10. Billingsley, P., 1968. Convergence of Probability Measure, second ed. Wiley, New York.
    Paper not yet in RePEc: Add citation now
  11. Bowman, A.W., 1980. A note on consistency of the kernel method for the analysis of categorical data. Biometrika 67, 682–684.
    Paper not yet in RePEc: Add citation now
  12. de Jong, P., 1987. A central limit theorem for generalized quadratic forms. Probability and Related Fields 75, 261–277.
    Paper not yet in RePEc: Add citation now
  13. de Jong, R.M., 1996. The Bierens test under data dependence. Journal of Econometrics 72, 1–32.

  14. Eubank, R., Hart, J., 1992. Testing goodness-of-fit in regression via order selection criteria. The Annals of Statistics 20, 1412–1425.
    Paper not yet in RePEc: Add citation now
  15. Eubank, R., Spiegelman, S., 1990. Testing the goodness-of-fit of a linear model via nonparametric regression techniques. Journal of the American Statistical Association 85, 387–392.
    Paper not yet in RePEc: Add citation now
  16. Fahrmeir, L., Tutz, G., 1994. Multivariate Statistical Modeling Based on Generalized Models. Springer, New York.
    Paper not yet in RePEc: Add citation now
  17. Fan, Y., Li, Q., 2000. Consistent model specification tests: kernel-based test versus Bierens’ ICM tests.
    Paper not yet in RePEc: Add citation now
  18. Freeman, R.B., Medoff, J.L., 1984. What Do Unions Do? Basic Books, New York.
    Paper not yet in RePEc: Add citation now
  19. Grund, B., Hall, P., 1993. On the performance of kernel estimators for high-dimensional sparse binary data. Journal of Multivariate Analysis 44, 321–344.

  20. Ha rdle, W., Mammen, E., 1993. Comparing nonparametric versus parametric regression fits. The Annals of Statistics 21, 1926–1947.
    Paper not yet in RePEc: Add citation now
  21. Hall, P., 1981. On nonparametric multivariate binary discrimination. Biometrika 68, 287–294.
    Paper not yet in RePEc: Add citation now
  22. Hall, P., 1984. Central limit theorem for integrated square error of multivariate nonparametric density estimators. Journal of Multivariate Analysis 14, 1–16.

  23. Hall, P., Li, Q., Racine, J., 2005. Nonparametric estimation of regression functions in the presence of irrelevant regressors. Manuscript, Texas A&M University.
    Paper not yet in RePEc: Add citation now
  24. Hall, P., Racine, J., Li, Q., 2004. Cross-validation and the estimation of conditional probability densities. Journal of The American Statistical Association 99, 1015–1026.

  25. Hall, P., Wand, M., 1988. On nonparametric discrimination using density differences. Biometrika 75, 541–547.
    Paper not yet in RePEc: Add citation now
  26. Hart, J.D., 1997. Nonparametric Smoothing and Lack-of-fit Tests. Springer, New York.
    Paper not yet in RePEc: Add citation now
  27. Hong, Y., White, H., 1995. Consistent specification testing via nonparametric series regression. Econometrica 63, 1133–1159.
    Paper not yet in RePEc: Add citation now
  28. Horowitz, J.T., Spokoiny, V.G., 2001. An adaptive, rate-optimal test of a parametric model against a nonparametric alternative. Econometrica 69, 599–631.

  29. Ichimura, H., 2000. Asymptotic distribution of non-parametric and semiparametric estimators with data dependent smoothing parameters. Manuscript.
    Paper not yet in RePEc: Add citation now
  30. Lanot, G., Walker, I., 1998. The union/non-union wage differential: an application of semi-parametric methods. Journal of Econometrics 84, 327–349.

  31. Li, Q., Hsiao, C., Zinn, J., 2003. Consistent specification tests for semiparametric/nonparametric models based on series estimation methods. Journal of Econometrics 112, 295–325.
    Paper not yet in RePEc: Add citation now
  32. Li, Q., Racine, J., 2004. Cross-validated local linear nonparametric regression. Statistica Sinica 14, 485–512.
    Paper not yet in RePEc: Add citation now
  33. Li, Q., Racine, J., 2006. Nonparametric Econometrics: Theory and Practice. Princeton University Press, Princeton, NJ.

  34. Li, Q., Wang, S., 1998. A simple consistent bootstrap test for a parametric regression function. Journal of Econometrics 87, 145–165.

  35. Mammen, E., 1992. When Does Bootstrap Work? Asymptotic Results and Simulations. Springer, New York.
    Paper not yet in RePEc: Add citation now
  36. Murphy, K.M., Welch, F., 1990. Empirical age-earnings profiles. Journal of Labor Economics 8, 202–229.
    Paper not yet in RePEc: Add citation now
  37. Ossiander, M., 1987. A central limit theorem under metric entropy with L2 bracketing. Annals of Probability 15, 897–919.
    Paper not yet in RePEc: Add citation now
  38. Racine, J., Li, Q., 2004. Nonparametric estimation of regression functions with both categorical and continuous data. Journal of Econometrics 119, 99–130.

  39. Robinson, P.M., 1989. Hypothesis testing in semiparametric and nonparametric models for econometric time series. Review of Economic Studies 56, 511–534.

  40. Robinson, P.M., 1991. Consistent nonparametric entropy-based testing. Review of Economic Studies 58, 437–453.

  41. Scott, D., 1992. Multivariate in Density Estimation: Theory, Practice, and Visualization. Wiley, New York.
    Paper not yet in RePEc: Add citation now
  42. Simonoff, J.S., 1996. Smoothing Methods in Statistics. Springer, New York.
    Paper not yet in RePEc: Add citation now
  43. Wooldridge, J., 1992. A test for functional form against nonparametric alternatives. Econometric Theory 8, 452–475.

  44. Yatchew, A.J., 1992. Nonparametric regression tests based on least squares. Econometric Theory 8, 435–451.

  45. Zheng, J.X., 1996. A consistent test of functional form via nonparametric estimation technique. Journal of Econometrics 75, 263–289.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Testing for symmetry and conditional symmetry using asymmetric kernels. (2015). Scaillet, Olivier ; Fernandes, Marcelo ; Mendes, Eduardo.
    In: Annals of the Institute of Statistical Mathematics.
    RePEc:spr:aistmt:v:67:y:2015:i:4:p:649-671.

    Full description at Econpapers || Download paper

  2. A Joint Specification Test for Response Probabilities in Unordered Multinomial Choice Models. (2015). Iwasawa, Masamune.
    In: Econometrics.
    RePEc:gam:jecnmx:v:3:y:2015:i:3:p:667-697:d:55867.

    Full description at Econpapers || Download paper

  3. Was Sarbanes-Oxley Costly? Evidence from Optimal Contracting on CEO Compensation. (2015). Gayle, George-Levi ; Miller, Robert A ; Li, Chen.
    In: Working Papers.
    RePEc:fip:fedlwp:2015-017.

    Full description at Econpapers || Download paper

  4. Nonparametric specification tests for stochastic volatility models based on volatility density. (2015). Zu, Yang.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:187:y:2015:i:1:p:323-344.

    Full description at Econpapers || Download paper

  5. TESTING FOR TREATMENT DEPENDENCE OF EFFECTS OF A CONTINUOUS TREATMENT. (2015). Lu, Xun ; white, Habert .
    In: Econometric Theory.
    RePEc:cup:etheor:v:31:y:2015:i:05:p:1016-1053_00.

    Full description at Econpapers || Download paper

  6. Square Density Weighted Average Derivatives Estimation of Single Index Models. (2014). Sung, Myung Jae.
    In: Korean Economic Review.
    RePEc:kea:keappr:ker-20141231-30-2-05.

    Full description at Econpapers || Download paper

  7. Characteristic Function-Based Testing for Multifactor Continuous-Time Markov Models via Nonparametri. (2013). Hong, Yongmiao ; Chen, Bin.
    In: Working Papers.
    RePEc:wyi:wpaper:001992.

    Full description at Econpapers || Download paper

  8. A Consistent Nonparametric Bootstrap Test of Exogeneity. (2013). Lee, Jinhyun .
    In: Discussion Paper Series, School of Economics and Finance.
    RePEc:san:wpecon:1316.

    Full description at Econpapers || Download paper

  9. Wanna Get Away? RD Identification Away from the Cutoff. (2013). Rokkanen, Miikka ; Angrist, Joshua.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp7429.

    Full description at Econpapers || Download paper

  10. Simple Estimators for Binary Choice Models with Endogenous Regressors. (2012). Lewbel, Arthur ; Dong, Yingying.
    In: Working Papers.
    RePEc:irv:wpaper:111204.

    Full description at Econpapers || Download paper

  11. International market links and volatility transmission. (2012). Fernandes, Marcelo ; Corradi, Valentina ; Distaso, Walter.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:170:y:2012:i:1:p:117-141.

    Full description at Econpapers || Download paper

  12. Nonparametric tests for conditional independence using conditional distributions. (2012). Taamouti, Abderrahim ; Bouezmarni, Taoufik ; el Ghouch, Anouar.
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:we1217.

    Full description at Econpapers || Download paper

  13. From the “European Paradox” to a European Drama in citation impact. (2012). Ruiz-Castillo, Javier ; Bouezmarni, Taoufik ; Taamouti, Abderrahim.
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:we1211.

    Full description at Econpapers || Download paper

  14. A Simple Estimator for Binary Choice Models With Endogenous Regressors. (2012). Lewbel, Arthur ; Dong, Yingying.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:807.

    Full description at Econpapers || Download paper

  15. A Simple Estimator for Binary Choice Models with Endogenous Regressors. (2012). Lewbel, Arthur ; Dong, Yingying.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:604.

    Full description at Econpapers || Download paper

  16. A robust test of specification based on order statistics. (2010). Furno, Marilena.
    In: Computational Statistics.
    RePEc:spr:compst:v:25:y:2010:i:4:p:707-723.

    Full description at Econpapers || Download paper

  17. Structural measurement errors in nonseparable models. (2010). Winter, Joachim ; hoderlein, stefan.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:157:y:2010:i:2:p:432-440.

    Full description at Econpapers || Download paper

  18. Testing single-index restrictions with a focus on average derivatives. (2010). Escanciano, Juan Carlos ; Song, Kyungchul.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:156:y:2010:i:2:p:377-391.

    Full description at Econpapers || Download paper

  19. A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality. (2009). Taamouti, Abderrahim ; Rombouts, Jeroen ; Bouezmarni, Taoufik ; Jeroen V. K. Rombouts, .
    In: Cahiers de recherche.
    RePEc:lvl:lacicr:0927.

    Full description at Econpapers || Download paper

  20. Testing and imposing Slutsky symmetry in nonparametric demand systems. (2009). Pendakur, Krishna ; hoderlein, stefan ; Haag, Berthold R..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:153:y:2009:i:1:p:33-50.

    Full description at Econpapers || Download paper

  21. A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation. (2009). Zhang, Xibin ; King, Maxwell ; Brooks, Robert.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:153:y:2009:i:1:p:21-32.

    Full description at Econpapers || Download paper

  22. A nonparametric copula based test for conditional independence with applications to granger causality. (2009). Taamouti, Abderrahim ; Rombouts, Jeroen ; Bouezmarni, Taoufik ; Jeroen V. K. Rombouts, .
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:we093419.

    Full description at Econpapers || Download paper

  23. A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality. (2009). Taamouti, Abderrahim ; Rombouts, Jeroen ; Bouezmarni, Taoufik.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2009s-28.

    Full description at Econpapers || Download paper

  24. Testing Homogeneity in Demand Systems Nonparametrically: Theory and Evidence. (2009). Mihaleva, Sonya ; hoderlein, stefan ; Haag, Berthold R..
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:749.

    Full description at Econpapers || Download paper

  25. A Semiparametric Analysis of Gasoline Demand in the US: Reexamining The Impact of Price. (2008). Zerom, Dawit ; Manzan, Sebastiano.
    In: MPRA Paper.
    RePEc:pra:mprapa:14386.

    Full description at Econpapers || Download paper

  26. Testing parametric models in the presence of instrumental variables. (2008). Holzmann, Hajo.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:78:y:2008:i:6:p:629-636.

    Full description at Econpapers || Download paper

  27. Testing for multivariate volatility functions using minimum volume sets and inverse regression. (2008). Polonik, Wolfgang ; Yao, Qiwei.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:147:y:2008:i:1:p:151-162.

    Full description at Econpapers || Download paper

  28. Breaking the curse of dimensionality in nonparametric testing. (2008). Lavergne, Pascal ; Patilea, Valentin.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:143:y:2008:i:1:p:103-122.

    Full description at Econpapers || Download paper

  29. Testing for discrete choice models. (2008). Zheng, XU.
    In: Economics Letters.
    RePEc:eee:ecolet:v:98:y:2008:i:2:p:176-184.

    Full description at Econpapers || Download paper

  30. Bootstrap-based tests for deterministic time-varying coefficients in regression models. (2008). Kapetanios, George.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:53:y:2008:i:2:p:534-545.

    Full description at Econpapers || Download paper

  31. Demand Analysis as an Ill-Posed Inverse Problem with Semiparametric Specification. (2008). hoderlein, stefan ; Holzmann, Hajo.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:752.

    Full description at Econpapers || Download paper

  32. A test for model specification of diffusion processes. (2007). GAO, Jiti ; Chen, Song ; Tang, Chenghong.
    In: MPRA Paper.
    RePEc:pra:mprapa:11976.

    Full description at Econpapers || Download paper

  33. A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation.. (2007). Zhang, Xibin ; King, Maxwell ; Brooks, Robert D.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2007-11.

    Full description at Econpapers || Download paper

  34. A simple nonparametric test for diagnosing nonlinearity in Tobit median regression model. (2007). Wang, Lan.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:77:y:2007:i:10:p:1034-1042.

    Full description at Econpapers || Download paper

  35. An adaptive empirical likelihood test for parametric time series regression models. (2007). GAO, Jiti ; Chen, Song.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:141:y:2007:i:2:p:950-972.

    Full description at Econpapers || Download paper

  36. Testing the Markov property with high frequency data. (2007). Fernandes, Marcelo ; Amaro de Matos, João.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:141:y:2007:i:1:p:44-64.

    Full description at Econpapers || Download paper

  37. A consistent model specification test with mixed discrete and continuous data. (2007). Racine, Jeffrey ; Li, Qi ; hsiao, cheng.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:140:y:2007:i:2:p:802-826.

    Full description at Econpapers || Download paper

  38. Large Sample Sieve Estimation of Semi-Nonparametric Models. (2007). Chen, Xiaohong.
    In: Handbook of Econometrics.
    RePEc:eee:ecochp:6b-76.

    Full description at Econpapers || Download paper

  39. Empirical Likelihood Methods in Econometrics: Theory and Practice. (2006). Kitamura, Yuichi.
    In: CIRJE F-Series.
    RePEc:tky:fseres:2006cf430.

    Full description at Econpapers || Download paper

  40. Nonparametric Econometrics: Theory and Practice. (2006). Li, QI ; Racine, Jeffrey Scott .
    In: Economics Books.
    RePEc:pup:pbooks:8355.

    Full description at Econpapers || Download paper

  41. Estimation and model specification testing in nonparametric and semiparametric econometric models. (2006). King, Maxwell ; GAO, Jiti.
    In: MPRA Paper.
    RePEc:pra:mprapa:11989.

    Full description at Econpapers || Download paper

  42. Central limit theorem for asymmetric kernel functionals. (2005). Monteiro, Paulo ; Fernandes, Marcelo.
    In: Annals of the Institute of Statistical Mathematics.
    RePEc:spr:aistmt:v:57:y:2005:i:3:p:425-442.

    Full description at Econpapers || Download paper

  43. Nonparametric specification tests for conditional duration models. (2005). Grammig, Joachim ; Fernandes, Marcelo.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:127:y:2005:i:1:p:35-68.

    Full description at Econpapers || Download paper

  44. The Environmental Kuznets Curve semi-parametrically revisited. (2005). Strobl, Eric ; Bertinelli, Luisito.
    In: Economics Letters.
    RePEc:eee:ecolet:v:88:y:2005:i:3:p:350-357.

    Full description at Econpapers || Download paper

  45. Central limit theorem for asymmetric kernel functionals. (2004). Monteiro, Paulo ; Fernandes, Marcelo.
    In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:522.

    Full description at Econpapers || Download paper

  46. Nonparametric specification tests for conditional duration models. (2003). Grammig, Joachim ; Fernandes, Marcelo.
    In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:502.

    Full description at Econpapers || Download paper

  47. Consistent specification tests for semiparametric/nonparametric models based on series estimation methods. (2003). Li, Qi ; hsiao, cheng ; Zinn, Joel.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:112:y:2003:i:2:p:295-325.

    Full description at Econpapers || Download paper

  48. .

    Full description at Econpapers || Download paper

  49. .

    Full description at Econpapers || Download paper

  50. .

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-26 06:34:35 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.