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Rejoinder on: Nonparametric inference with generalized likelihood ratio tests

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  • Jianqing Fan
  • Jiancheng Jiang

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  • Jianqing Fan & Jiancheng Jiang, 2007. "Rejoinder on: Nonparametric inference with generalized likelihood ratio tests," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 16(3), pages 471-478, December.
    • Handle: RePEc:spr:testjl:v:16:y:2007:i:3:p:471-478
    DOI: 10.1007/s11749-007-0090-6
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    References listed on IDEAS

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    1. Fan, Jianqing & Jiang, Jiancheng, 2005. "Nonparametric Inferences for Additive Models," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 890-907, September.
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    Cited by:

    1. Jianqing Fan & Wenyang Zhang, 2015. "Discussion," International Statistical Review, International Statistical Institute, vol. 83(1), pages 65-68, April.
    2. Teresa D. Harrison & Daniel J. Henderson & Deniz Ozabaci & Christopher A. Laincz, 2023. "Does one size fit all in the non‐profit donation production function?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(2), pages 373-402, April.
    3. Li, Deng-Kui & Mei, Chang-Lin & Wang, Ning, 2019. "Tests for spatial dependence and heterogeneity in spatially autoregressive varying coefficient models with application to Boston house price analysis," Regional Science and Urban Economics, Elsevier, vol. 79(C).
    4. Peroni Chiara, 2009. "A Non-Parametric Investigation of Risk Premia," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 13(4), pages 1-52, September.
    5. Ullah, Aman & Wang, Tao & Yao, Weixin, 2023. "Semiparametric partially linear varying coefficient modal regression," Journal of Econometrics, Elsevier, vol. 235(2), pages 1001-1026.
    6. Tianshun Yan & Changlin Mei, 2017. "A test for a parametric form of the volatility in second-order diffusion models," Computational Statistics, Springer, vol. 32(4), pages 1583-1596, December.
    7. Zongwu Cai & Jiancheng Jiang & Jingshuang Zhang & Xibin Zhang, 2015. "A new semiparametric test for superior predictive ability," Empirical Economics, Springer, vol. 48(1), pages 389-405, February.
    8. Dai, Shuang & Huang, Zhensheng, 2020. "Nonparametric inference for covariate-adjusted model," Statistics & Probability Letters, Elsevier, vol. 162(C).
    9. Li, Degui & Simar, Léopold & Zelenyuk, Valentin, 2016. "Generalized nonparametric smoothing with mixed discrete and continuous data," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 424-444.
    10. J. Ojeda & W. González-Manteiga & J. Cristóbal, 2015. "Testing regression models with selection-biased data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 67(3), pages 411-436, June.
    11. Subal Kumbhakar & Christopher Parmeter, 2015. "Introduction," Empirical Economics, Springer, vol. 48(1), pages 1-8, February.
    12. Bodhisattva Sen & Mary Meyer, 2017. "Testing against a linear regression model using ideas from shape-restricted estimation," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(2), pages 423-448, March.
    13. Shujie Ma & Peter X.-K. Song, 2015. "Varying Index Coefficient Models," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(509), pages 341-356, March.
    14. Iván Werning, 2016. "Comment on "Is the Macroeconomy Locally Unstable and Why Should We Care?"," NBER Chapters, in: NBER Macroeconomics Annual 2016, Volume 31, pages 540-552, National Bureau of Economic Research, Inc.
    15. Jianqing Fan & Jinchi Lv, 2008. "Sure independence screening for ultrahigh dimensional feature space," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 70(5), pages 849-911, November.

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