Optimal minimax rates of specification testing with data-driven bandwidth
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Publication:6049837
DOI10.1080/07474938.2023.2198929OpenAlexW3127873605MaRDI QIDQ6049837
Yoshihiko Nishiyama, Kohtaro Hitomi, Masamune Iwasawa
Publication date: 18 September 2023
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938.2023.2198929
bandwidth selectionspecification testinstrumental variable regressionoptimal minimax ratenon-parametric kernel method
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