Structural Tests in Additive Regression
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Bibliographic InfoArticle provided by American Statistical Association in its journal Journal of the American Statistical Association.
Volume (Year): 96 (2001)
Issue (Month): (December)
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- Bas Donkers & Marcia M Schafgans, 2005.
"A method of moments estimator for semiparametric index models,"
STICERD - Econometrics Paper Series
/2005/493, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Bas Donkers & Marcia M. A. Schafgans, 2005. "A method of moments estimator for semiparametric index models," LSE Research Online Documents on Economics 6815, London School of Economics and Political Science, LSE Library.
- Jing Wang & Lijian Yang, 2009. "Efficient and fast spline-backfitted kernel smoothing of additive models," Annals of the Institute of Statistical Mathematics, Springer, vol. 61(3), pages 663-690, September.
- Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
- Felix Abramovich & Italia Feis & Theofanis Sapatinas, 2009. "Optimal testing for additivity in multiple nonparametric regression," Annals of the Institute of Statistical Mathematics, Springer, vol. 61(3), pages 691-714, September.
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