A SMOOTH NONPARAMETRIC CONDITIONAL DENSITY TEST FOR CATEGORICAL RESPONSES

DOI10.1017/S0266466612000382zbMath1274.62316MaRDI QIDQ2845025

Li Cong, Jeffrey S. Racine

Publication date: 22 August 2013

Published in: Econometric Theory (Search for Journal in Brave)

zbMATH Keywords

Monte Carlo simulationsconditional density modelskernel-based specification testparametric binary choice models

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)

Cites Work

• On specification testing of ordered discrete choice models
• A CONSISTENT TEST OF CONDITIONAL PARAMETRIC DISTRIBUTIONS
• Specification Tests for the Multinomial Logit Model
• A class of smooth estimators for discrete distributions
• Multivariate binary discrimination by the kernel method

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