NONPARAMETRIC SIGNIFICANCE TESTING
نویسندگان
چکیده
منابع مشابه
Nonparametric significance testing
A procedure for testing the signi cance of a subset of explanatory variables in a nonparametric regression is proposed Our test statistic uses the kernel method Under the null hypothesis of no e ect of the variables under test we show that our test statistic has a nh standard normal limiting distribution where p is the dimension of the complete set of regressors Our test is one sided consistent...
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A procedure for testing the signi cance of a subset of explanatory variables in a nonparametric regression is proposed Our test statistic uses the kernel method Under the null hypothesis of no e ect of the variables under test we show that our test statistic has a nh standard normal limiting distribution where p is the dimension of the complete set of regressors Our test is one sided consistent...
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ژورنال
عنوان ژورنال: Econometric Theory
سال: 2000
ISSN: 0266-4666,1469-4360
DOI: 10.1017/s0266466600164059