Conditional independence specification testing for dependent processes with local polynomial quantile regression
Liangjun Su and Halbert L. White
| Year of publication: |
2012
|
|---|---|
| Authors: | Su, Liangjun ; White, Halbert |
| Published in: |
Essays in honor of Jerry Hausman. - Bingley [u.a.] : Emerald, ISBN 978-1-78190-307-0. - 2012, p. 355-434
|
| Subject: | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Nichtparametrisches Verfahren | Nonparametric statistics |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009709133