Nonparametric Least Squares Regression and Testing in Economic Models
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Eunji Lim, 2014. "On Convergence Rates of Convex Regression in Multiple Dimensions," INFORMS Journal on Computing, INFORMS, vol. 26(3), pages 616-628, August.
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More about this item
Keywordsnonparametric 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;
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
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