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A consistent nonparametric test for nonlinear causality : specification in time series regression

Nishiyama, Yoshihiko; Hitomi, Kohtaro; Kawasaki, Yoshinori - In: Journal of econometrics 165 (2011) 1, pp. 112-127

Persistent link: https://www.econbiz.de/10009374481

OLS estimation and the t test revisited in rank-size rule regression

Nishiyama, Yoshihiko; Osada, Susumu; Satō, Yasuhiro - In: Journal of regional science 48 (2008) 4, pp. 691-715

Persistent link: https://www.econbiz.de/10003761734

Optimal minimax rates of specification testing with data-driven bandwidth

Hitomi, Kohtaro; Iwasawa, Masamune; Nishiyama, Yoshihiko - 2021

Persistent link: https://www.econbiz.de/10012582304

Optimal minimax rates against non-smooth alternatives

Hitomi, Kohtaro; Iwasawa, Masamune; Nishiyama, Yoshihiko - 2020

Persistent link: https://www.econbiz.de/10012549349

Optimal minimax rates against nonsmooth alternatives

Hitomi, Kohtaro; Iwasawa, Masamune; Nishiyama, Yoshihiko - In: The econometrics journal 25 (2022) 2, pp. 322-339

Persistent link: https://www.econbiz.de/10013253837

Optimal minimax rates of specification testing with data-driven bandwidth

Hitomi, Kohtaro; Iwasawa, Masamune; Nishiyama, Yoshihiko - In: Econometric reviews 42 (2023) 6, pp. 487-512

Persistent link: https://www.econbiz.de/10014305572

A Specification Test for Instrumental Variables Regression with Many Instruments

Lee, Yoonseok - 2009

This paper considers specification testing for instrumental variables estimation in the presence of many instruments. The test proposed is a modified version of the Sargan (1958, Econometrica 26(3): 393-415) test of overidentifying restrictions. The test statistic asymptotically follows the...

Persistent link: https://www.econbiz.de/10013153414

A specification test for instrumental variables regression with many instruments

Lee, Yoonseok; Okui, Ryo - 2009

Persistent link: https://www.econbiz.de/10003906732