Kolmogorov-Smirnov type test for generated variables

DOI10.1016/j.econlet.2020.109401zbMath1452.62319OpenAlexW3045203540MaRDI QIDQ2208864

Go Taniguchi, Taisuke Otsu

Publication date: 4 November 2020

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2020.109401

zbMATH Keywords

Kolmogorov-Smirnov-type testgenerated variables

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10)

Cites Work

• Asymptotic Variance of Semiparametric Estimators With Generated Regressors
• Econometric Issues in the Analysis of Regressions with Generated Regressors
• Automobile Prices in Market Equilibrium
• Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
• LIKELIHOOD INFERENCE ON SEMIPARAMETRIC MODELS WITH GENERATED REGRESSORS
• Testing Statistical Hypotheses
• The Dynamics of Productivity in the Telecommunications Equipment Industry
• Consistent Testing for Stochastic Dominance under General Sampling Schemes
• Consistent specification testing for conditional moment restrictions

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