A robust test of specification based on order statistics
No abstract is available for this item.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Volume (Year): 25 (2010)
Issue (Month): 4 (December)
Pages: 707-723
| Handle: | RePEc:spr:compst:v:25:y:2010:i:4:p:707-723 |
| Contact details of provider: | Web page: http://www.springerlink.com/link.asp?id=120306
|
| Order Information: | Web: http://link.springer.de/orders.htm |
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Niinimaa, A. & Oja, H. & Tableman, Mara, 1990. "The finite-sample breakdown point of the Oja bivariate median and of the corresponding half-samples version," Statistics & Probability Letters, Elsevier, vol. 10(4), pages 325-328, September.
- Hausman, Jerry A, 1978.
"Specification Tests in Econometrics,"
Econometrica,
Econometric Society, vol. 46(6), pages 1251-71, November.
- J. A. Hausman, 1976. "Specification Tests in Econometrics," Working papers 185, Massachusetts Institute of Technology (MIT), Department of Economics.
- Hong, Yongmiao & White, Halbert, 1995. "Consistent Specification Testing via Nonparametric Series Regression," Econometrica, Econometric Society, vol. 63(5), pages 1133-59, September.
- Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
- Ellison, Glenn & Ellison, Sara Fisher, 2000.
"A simple framework for nonparametric specification testing,"
Journal of Econometrics,
Elsevier, vol. 96(1), pages 1-23, May.
- Glenn Ellison & Sara Fisher Ellison, 1998. "A Simple Framework for Nonparametric Specification Testing," NBER Technical Working Papers 0234, National Bureau of Economic Research, Inc.
- Ellison, G. & Ellison, F., 1993. "A Simple Framework for Non-Parametric Specification Testing," Harvard Institute of Economic Research Working Papers 1662, Harvard - Institute of Economic Research.
- Ait-Sahalia, Yacine & Bickel, Peter J. & Stoker, Thomas M., 2001. "Goodness-of-fit tests for kernel regression with an application to option implied volatilities," Journal of Econometrics, Elsevier, vol. 105(2), pages 363-412, December.
- Giloni, Avi & Simonoff, Jeffrey S. & Sengupta, Bhaskar, 2006. "Robust weighted LAD regression," Computational Statistics & Data Analysis, Elsevier, vol. 50(11), pages 3124-3140, July.
This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.
When requesting a correction, please mention this item's handle: RePEc:spr:compst:v:25:y:2010:i:4:p:707-723. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Guenther Eichhorn)
or (Christopher F Baum)If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.