Tests of Additive Derivative Constraints

DOI10.2307/2297499MaRDI QIDQ4729228zbMATH OpenOpenAlexFDO

Authors Thomas M. Stoker

Publication date 1989

Published in Review of Economic Studies (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/1721.1/2222

zbMATH Keywords

symmetryadditivityhomogeneitynonparametric kernel estimatorslinearityconsistentasymptotically normalestimates of regression coefficientsfunctional form restrictionstests of additive constraintsweighted-average derivatives

Mathematics Subject Classification ID

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

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Cited in

(13)

• Generalized jackknife estimators of weighted average derivatives
• Testing functional inequalities
• How many consumers are rational?
• Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness
• Semiparametric estimation from time series with long-range dependence
• On the estimation of density-weighted average derivative by wavelet methods under various dependence structures
• Non-parametric test of derivative restrictions robust to functional misspecification
• Average derivative estimation from biased data
• Second order approximation in a linear regression with heteroskedasticity of unknown form
• Consistent estimation of density-weighted average derivative by orthogonal series method
• Testing single-index restrictions with a focus on average derivatives
• Consistent nonparametric hypothesis tests with an application to Slutsky symmetry
• Central limit theorem for degenerateU-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing

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