Estimation of Conditional Ranks and Tests of Exogeneity in Nonparametric Nonseparable Models-Reference-Cited by-同舟云学术

Estimation of Conditional Ranks and Tests of Exogeneity in Nonparametric Nonseparable Models

Published:2017-04-28 Issue:2 Volume:36 Page:334-345
ISSN:0735-0015
Container-title:Journal of Business & Economic Statistics
language:en
Short-container-title:Journal of Business & Economic Statistics

Author:

Fève Frédérique¹,Florens Jean-Pierre¹,Van Keilegom Ingrid²

Affiliation:

1. Toulouse School of Economics, Université Toulouse Capitole, Toulouse, France ()

2. Institute of Statistics, Biostatistics, and Actuarial Sciences, Université Catholique de Louvain, Voie du Roman Pays 20 B 1348, Louvain-la-Neuve, Belgium ()

Funder

European Research Council

Interuniversity Attraction Pole

Projet d'Actions de Recherche Concert'es

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/07350015.2016.1166120

Reference43 articles.

1. Non-parametric Estimation of the Residual Distribution

2. Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves

3. A Non-Parametric Test of Exogeneity

4. Nonparametric estimation of a heterogeneous demand function under the Slutsky inequality restriction

5. Breunig, C. (2013), “Specification Testing in Nonparametric Instrumental Quantile Regression, Technical Report, University of Mannheim.

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