Kernel-based testing with skewed and heavy-tailed data: Evidence from a nonparametric test for heteroskedasticity
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference12 articles.
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4. Root-n consistent kernel density estimation in practice;Henderson;J. Econom. Methods,2014
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Cited by 3 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Nonparametric Specification Testing of Conditional Asset Pricing Models;Journal of Business & Economic Statistics;2021-07-14
2. A modified bootstrap for kernel-based specification test with heavy-tailed data;Economics Letters;2020-04
3. Consistent specification test for partially linear models with the k-nearest-neighbor method;Economics Letters;2019-04
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