Local rank tests in a multivariate nonparametric relationship

DOI10.1016/j.jeconom.2007.03.001zbMath1418.62240OpenAlexW2074166712MaRDI QIDQ290946

Natércia Fortuna

Publication date: 3 June 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2007.03.001

zbMATH Keywords

kernel smoothingdemand systemsconsistent testslocal ranknonparametric relationship

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15)

Related Items (1)

Stationary subspace analysis of nonstationary covariance processes: eigenstructure description and testing

Cites Work

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• Some Elementary Results on Poisson Approximation in a Sequence of Bernoulli Trials
• Inference Concerning the Number of Factors in a Multivariate Nonparametric Relationship
• On the Asymptotic Properties of LDU-Based Tests of the Rank of a Matrix
• TESTS OF RANK
• Semiparametric Estimation of Index Coefficients

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