Similar Search Results

A nonparametric goodness-of-fit-based test for conditional heteroskedasticity

Su, Liangjun; Ullah, Aman - In: Econometric theory 29 (2013) 1, pp. 187-212

Persistent link: https://www.econbiz.de/10009747860

Testing additive separability of error term in nonparametric structural models

Su, Liangjun; Tu, Yundong; Ullah, Aman - In: Econometric reviews 34 (2015) 6/10, pp. 1057-1088

Persistent link: https://www.econbiz.de/10011483450

A simple test for multivariate conditional symmetry

Su, Liangjun - In: Economics letters 93 (2006) 3, pp. 374-378

Persistent link: https://www.econbiz.de/10003398835

Improved combined parametric and nonparametric regressions : estimation and hypothesis testing

Rahman, Mezbahur; Ullah, Aman - In: Handbook of applied econometrics and statistical inference, (pp. 159-176). 2002

Persistent link: https://www.econbiz.de/10001701973

A bias-adjusted LM test of error cross-section independence

Pesaran, M. Hashem; Ullah, Aman; Yamagata, Takashi - In: The econometrics journal 11 (2008) 1, pp. 105-127

Persistent link: https://www.econbiz.de/10003648644

A consistent characteristic-function-based test for conditional independence

Su, Liangjun; White, Halbert - 2003

Persistent link: https://www.econbiz.de/10001778136

Testing conditional independence via empirical likelihood

Su, Liangjun; White, Halbert - 2003

Persistent link: https://www.econbiz.de/10002118431

Testing for Monotonicity in Unobservables Under Unconfoundedness

Hoderlein, Stefan - 2014

Monotonicity in a scalar unobservable is a now common assumption when modeling heterogeneity in structural models. Among other things, it allows one to recover the underlying structural function from certain conditional quantiles of observables. Nevertheless, monotonicity is a strong assumption...

Persistent link: https://www.econbiz.de/10013052726

Conditional independence specification testing for dependent processes with local polynomial quantile regression

Su, Liangjun; White, Halbert - In: Essays in honor of Jerry Hausman, (pp. 355-434). 2012

Persistent link: https://www.econbiz.de/10009709133

A nonparametric poolability test for panel data models with cross section dependence

Jin, Sainan; Su, Liangjun - In: Econometric reviews 32 (2013) 1/4, pp. 469-512

Persistent link: https://www.econbiz.de/10009717780