Showing 1 - 8 of 8
This paper presents new approaches to testing for exogeneity in non-parametric models with discrete regressors and instruments. Our interest is in learning about an unknown structural (conditional mean) function. An interesting feature of these models is that under endogeneity the identifying...
Persistent link: https://www.econbiz.de/10010490262
Persistent link: https://www.econbiz.de/10011623583
We propose a new nonparametric test of stochastic monotonicity which adapts to the unknown smoothness of the conditional distribution of interest, possesses desirable asymptotic properties, is conceptually easy to implement, and computationally attractive. In particular, we show that the test...
Persistent link: https://www.econbiz.de/10011812348
We propose a new nonparametric test of stochastic monotonicity which adapts to the unknown smoothness of the conditional distribution of interest, possesses desirable asymptotic properties, is conceptually easy to implement, and computationally attractive. In particular, we show that the test...
Persistent link: https://www.econbiz.de/10012217010
Persistent link: https://www.econbiz.de/10012172745
We propose a new nonparametric test of stochastic monotonicity which adapts to the unknown smoothness of the conditional distribution of interest, possesses desirable asymptotic properties, is conceptually easy to implement, and computationally attractive. In particular, we show that the test...
Persistent link: https://www.econbiz.de/10012109829
Persistent link: https://www.econbiz.de/10012509990
Persistent link: https://www.econbiz.de/10012593446