Search Results - subject:"Empirical Independence Processes"

Tests of independence in separable econometric models: theory and application

Brown, Donald J.; Deb, Rahul; Wegkamp, Marten H. - 2006

A common stochastic restriction in econometric models separable in the latent variables is the assumption of stochastic independence between the unobserved and observed exogenous variables. Both simple and composite tests of this assumption are derived from properties of independence empirical...

Persistent link: https://www.econbiz.de/10010264870

Tests of Independence in Separable Econometric Models: Theory and Application

Brown, Donald J.; Deb, Rahul; Wegkamp, Marten H. - Economic Growth Center, Economics Department - 2006

independence. Keywords: Cramér-von Mises distance, empirical independence processes, random utility models, semiparametric … X. In this paper we propose tests of this assumption using the elements of empirical independence processes. We present …: October 2, 2006. Key words and phrases. Cram´er–von Mises distance, empirical independence processes, random utility models …

Persistent link: https://www.econbiz.de/10005357771

Tests of Independence in Separable Econometric Models

Brown, Donald J. - School of Management, Yale University - 2004

Persistent link: https://www.econbiz.de/10005178465

Tests of Independence in Separable Econometric Models: Theory and Application

Brown, Donald J.; Deb, Rahul; Wegkamp, Marten H. - Cowles Foundation for Research in Economics, Yale University - 2003

Persistent link: https://www.econbiz.de/10005087362

Tests of Independence in Separable Econometric Models

Brown, Donald J.; Wegkamp, Marten H. - Cowles Foundation for Research in Economics, Yale University - 2003

Persistent link: https://www.econbiz.de/10005087367

Tests of Independence in Separable Econometric Models: Theory and Application

Brown, Donald J.; Deb, Rahul; Wegkamp, Marten H. - Cowles Foundation for Research in Economics, Yale University - 2003

Persistent link: https://www.econbiz.de/10005087389