Cross-validated bandwidths and significance testing

DOI10.1108/S0731-9053(2009)0000025005MaRDI QIDQ3573026zbMATH OpenFDO

Authors Christopher F. Parmeter, Zhiyuan Zheng, Patrick McCann

Publication date 30 June 2010

Published in Advances in Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1108/S0731-9053(2009)0000025005

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10)

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(2)

• Kernel-based testing with skewed and heavy-tailed data: evidence from a nonparametric test for heteroskedasticity
• A Complete Framework for Model-Free Difference-in-Differences Estimation

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