Nonparametric Least Squares Regression and Testing in Economic Models
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Bibliographic InfoPaper provided by University of Toronto, Department of Economics in its series Working Papers with number yatchew-99-01.
Length: 56 pages
Date of creation: 23 Oct 1997
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nonparametric regression; semiparametric regression; partial linear model; least squares; empirical processes; hypothesis testing; conditional moment tests; U-statistics; bootstrap; specification test; significance test; additive separability; multiplicative separability; homogeneity; monotonicity; concavity; demand theory; maximization hypothesis;
Find related papers by JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
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