Tests of Additive Derivative Constraints
From MaRDI portal
Publication:4729228
DOI10.2307/2297499zbMath0679.62099OpenAlexW1977599774MaRDI QIDQ4729228
Publication date: 1989
Published in: The Review of Economic Studies (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1721.1/2222
symmetryhomogeneityadditivitylinearitynonparametric kernel estimatorsconsistentasymptotically normalestimates of regression coefficientsfunctional form restrictionstests of additive constraintsweighted-average derivatives
Related Items (12)
Non-parametric test of derivative restrictions robust to functional misspecification ⋮ Semiparametric estimation from time series with long-range dependence ⋮ Central limit theorem for degenerateU-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing ⋮ Consistent estimation of density-weighted average derivative by orthogonal series method ⋮ Consistent nonparametric hypothesis tests with an application to Slutsky symmetry ⋮ Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness ⋮ Second order approximation in a linear regression with heteroskedasticity of unknown form ⋮ Generalized Jackknife Estimators of Weighted Average Derivatives ⋮ Testing single-index restrictions with a focus on average derivatives ⋮ On the estimation of density-weighted average derivative by wavelet methods under various dependence structures ⋮ Average derivative estimation from biased data ⋮ How many consumers are rational?
This page was built for publication: Tests of Additive Derivative Constraints