Kernel-weighted specification testing under general distributions
Author:
Affiliation:
1. Department of Economics, Yale University, New Haven, USA
2. Department of Economics, McGill University, Montreal, Canada
Publisher
Bernoulli Society for Mathematical Statistics and Probability
Reference34 articles.
1. Rudin, W. (1987). Real and Complex Analysis, 3rd ed. New York: McGraw-Hill.
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3. Zheng, J.X. (1998). A consistent nonparametric test of parametric regression models under conditional quantile restrictions. Econometric Theory 14 123–138. 10.1017/S0266466698141051
4. González-Manteiga, W. and Crujeiras, R.M. (2013). An updated review of goodness-of-fit tests for regression models. TEST 22 361–411. 10.1007/s11749-013-0327-5
5. Mammen, E., Van Keilegom, I. and Yu, K. (2019). Expansion for moments of regression quantiles with applications to nonparametric testing. Bernoulli 25 793–827. 10.3150/17-bej986
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