Rejoinder on: Nonparametric inference with generalized likelihood ratio tests
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References listed on IDEAS
- 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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- Jianqing Fan & Wenyang Zhang, 2015. "Discussion," International Statistical Review, International Statistical Institute, vol. 83(1), pages 65-68, April.
- Peroni Chiara, 2009. "A Non-Parametric Investigation of Risk Premia," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 13(4), pages 1-52, September.
- repec:spr:compst:v:32:y:2017:i:4:d:10.1007_s00180-016-0685-z is not listed on IDEAS
- 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.
- 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.
- 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.
- 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.
- 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.
- Subal Kumbhakar & Christopher Parmeter, 2015. "Introduction," Empirical Economics, Springer, vol. 48(1), pages 1-8, February.
- repec:bla:jorssb:v:79:y:2017:i:2:p:423-448 is not listed on IDEAS
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