Testing additive separability of error term in nonparametric structural models
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Publication:5863572
DOI10.1080/07474938.2014.956621zbMATH Open1491.62262OpenAlexW2134577913MaRDI QIDQ5863572FDOQ5863572
Authors: Liangjun Su, Yundong Tu, Aman Ullah
Publication date: 3 June 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://ink.library.smu.edu.sg/soe_research/1432
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Nonparametric hypothesis testing (62G10) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20)
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Cited In (7)
- The Special Issue in Honor of Aman Ullah: An Overview
- Specification and structural break tests for additive models with applications to realized variance data
- Consistent model specification tests based on \(k\)-nearest-neighbor estimation method
- TESTING FOR UNOBSERVED HETEROGENEOUS TREATMENT EFFECTS WITH OBSERVATIONAL DATA
- Testing for separability in structural equations
- Identification of nonadditive structural functions
- Testing identifying assumptions in nonseparable panel data models
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