Estimation of Conditional Ranks and Tests of Exogeneity in Nonparametric Nonseparable Models

Fève, Frédérique;Florens, Jean-Pierre;Van Keilegom, Ingrid
(2018) Journal of Business and Economic Statistics — Vol. 36, n° 2, p. 334-345 (2018)

Files

ISBARP_2018_16_vankeilegom_EstimationofConditionalRanksandTestsof_dial.pdf
  • Restricted Access
  • Adobe PDF
  • 612.02 KB

Details

Authors
Affiliations

Citations

Fève, F., Florens, J.-P., & Van Keilegom, I. (2018). Estimation of Conditional Ranks and Tests of Exogeneity in Nonparametric Nonseparable Models. Journal of Business and Economic Statistics, 36(2), 334-345. https://doi.org/10.1080/07350015.2016.1166120 (Original work published 2018)