A NONPARAMETRIC TEST OF SIGNIFICANT VARIABLES IN GRADIENTS
From MaRDI portal
Publication:5012630
DOI10.1017/S0266466620000407zbMath1479.62028OpenAlexW3108988398MaRDI QIDQ5012630
Publication date: 25 November 2021
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466620000407
Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Nonparametric statistical resampling methods (62G09)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A consistent test of functional form via nonparametric estimation techniques
- Large Sample Properties of Partitioning-Based Series Estimators
- A method of estimating the average derivative
- Local polynomial estimation of nonparametric simultaneous equations models
- A loss function approach to model specification testing and its relative efficiency
- A nonparametric \(R^2\) test for the presence of relevant variables
- A consistent model specification test with mixed discrete and continuous data
- Bootstrap tests for simple structures in nonparametric time series regression
- Central limit theorem for integrated square error of multivariate nonparametric density estimators
- Efficient and fast spline-backfitted kernel smoothing of additive models
- Multivariate locally weighted polynomial fitting and partial derivative estimation
- Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series
- Linearity testing using local polynomial approximation
- Consistent model specification tests for time series econometric models
- A simple consistent bootstrap test for a parametric regression function
- Comparing nonparametric versus parametric regression fits
- On average derivative quantile regression
- Nonparametric smoothing and lack-of-fit tests
- A consistent test for the functional form of a regression based on a difference of variance estimators
- Consistent bootstrap tests of parametric regression functions
- Multivariate locally weighted least squares regression
- Significance testing in nonparametric regression based on the bootstrap.
- Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
- Consistent nonparametric hypothesis tests with an application to Slutsky symmetry
- Nonparametric dynamic panel data models: kernel estimation and specification testing
- A consistent nonparametric test of parametric regression functional form in fixed effects panel data models
- Consistent model specification tests based on \(k\)-nearest-neighbor estimation method
- An Asymptotic Characterization of Finite Degree U-statistics With Sample Size-Dependent Kernels: Applications to Nonparametric Estimators and Test Statistics
- Estimating Derivatives in Nonseparable Models With Limited Dependent Variables
- Determination of linear components in additive models
- Assessing additivity in nonparametric models -A kernel-based method
- A NONPARAMETRIC BOOTSTRAP TEST OF CONDITIONAL DISTRIBUTIONS
- Testing the Goodness of Fit of a Linear Model Via Nonparametric Regression Techniques
- Investigating Smooth Multiple Regression by the Method of Average Derivatives
- NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY
- Root-N-Consistent Semiparametric Regression
- Diagnostics for Assessing Regression Models
- Central limit theorem for degenerateU-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing
- MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
- Asymptotic Theory of Integrated Conditional Moment Tests
- A CONSISTENT MODEL SPECIFICATION TEST FOR A REGRESSION FUNCTION BASED ON NONPARAMETRIC WAVELET ESTIMATION
- Goodness-of-Fit Tests for Parametric Regression Models
- A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS
- Multivariate local polynomial regression for estimating average derivatives
- NONPARAMETRIC SIGNIFICANCE TESTING
- An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
- Robust Nonparametric Confidence Intervals for Regression-Discontinuity Designs
- Kernel-Based Semiparametric Estimators: Small Bandwidth Asymptotics and Bootstrap Consistency
- Semiparametric Estimation of Index Coefficients
- NONPARAMETRIC ESTIMATION AND TESTING OF INTERACTION IN ADDITIVE MODELS
- A kernel method of estimating structured nonparametric regression based on marginal integration
- Nonparametric tests of linearity for time series
- Consistent Specification Testing Via Nonparametric Series Regression
- A NONPARAMETRIC GOODNESS-OF-FIT-BASED TEST FOR CONDITIONAL HETEROSKEDASTICITY
- On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference
- SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES
- Two-Step Estimation and Inference with Possibly Many Included Covariates
- ASYMPTOTICALLY EFFICIENT ESTIMATION OF WEIGHTED AVERAGE DERIVATIVES WITH AN INTERVAL CENSORED VARIABLE
- Bootstrap non-parametric significance test
- Testing additivity in generalized nonparametric regression models with estimated parameters
- Goodness-of-fit tests for kernel regression with an application to option implied volatilities
