Consistent model specification tests based on k-nearest-neighbor estimation method
Year of publication: |
September 2016
|
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Authors: | Li, Hongjun ; Li, Qi ; Liu, Ruixuan |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 194.2016, 1, p. 187-202
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Subject: | k-nearest-neighbor method | Consistent test | Bootstrap | Empirical application | Schätztheorie | Estimation theory | Bootstrap-Verfahren | Bootstrap approach | Statistischer Test | Statistical test | Statistische Methodenlehre | Statistical theory |
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