Testing single-index restrictions with a focus on average derivatives

DOI10.1016/j.jeconom.2009.11.007zbMath1431.62610OpenAlexW2005725392MaRDI QIDQ530960

Juan Carlos Escanciano, Kyungchul Song

Publication date: 1 August 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2009.11.007

zbMATH Keywords

series estimationaverage derivativesomnibus testsdirectional testssingle-index restrictions

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Related Items (6)

An updated review of goodness-of-fit tests for regression models ⋮ A post-screening diagnostic study for ultrahigh dimensional data ⋮ Projection-averaging-based cumulative covariance and its use in goodness-of-fit testing for single-index models ⋮ Beran-based approach for single-index models under censoring ⋮ Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing ⋮ Nonparametric estimation of single-index models in scale-space

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