Inference Concerning the Number of Factors in a Multivariate Nonparametric Relationship
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Publication:4339083
DOI10.2307/2171815zbMath0873.62127OpenAlexW2080133663MaRDI QIDQ4339083
Publication date: 9 November 1997
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2171815
linear modelsimulation studynonparametric regressionconsistent testsobservable factorsmultivariate nonparametric relationshipnumber of nonparametric factorsrank of demandtesting arbitrage pricing theory
Applications of statistics to economics (62P20) Density estimation (62G07) Nonparametric hypothesis testing (62G10)
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