NONPARAMETRIC SIGNIFICANCE TESTING

By P. Lavergne, Q. Vuong. Econometric Theory, 2000

116 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/30a79394713ae8a1bc4e3e8caf332ac3fc7d457f

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Liangjun Su
2. Jeffrey S. Racine
3. Qi Li
4. Halbert White
5. Aman Ullah
6. Xiangdong Long
7. Valentin Patilea
8. J. Zheng

In Finance

1. Liangjun Su
2. Halbert White
3. Aman Ullah
4. Xiangdong Long
5. Miguel A. Delgado
6. Qi Li
7. Jeffrey S. Racine
8. J. Zheng

In Statistics and Probability

1. Liangjun Su
2. Jeffrey S. Racine
3. Qi Li
4. Halbert White
5. Wenceslao González-Manteiga
6. Léopold Simar
7. I. Van Keilegom
8. Aman Ullah

Citations in the corpus

• Goodness-of-fit tests for kernel regression with an application to option implied volatilities (2001, background): “Lavergne and Vuong (2000) also propose a procedure with squaredd ensity weighting, but with better bias properties than that of Fan andLi (1996).”
• An equality test across nonparametric regressions (2001, methodology): “See Lavergne and Vuong (2000) for a related result.”
• Nonparametric Estimation of Regression Functions in the Presence of Irrelevant Regressors (2007, background): “There is related literature on testing for the presence of irrelevant variables in nonparametric settings; see Fan and Li (1996), Lavergne and Vuong (1996), Racine (1996), and Lavergne and Vuong (2000) among others.”
• Consistent Tests of Conditional Moment Restrictions (2006, background): “and Li (1996), Zheng (1996) and Lavergne and Vuong (2000) for an analogous device.”
• Testing for monotone increasing hazard rate (2005, background): “Exam ples ofthis behavior in m ore conventional testing problem s m ay be found in the work ofAnderson,Halland Titterington [2],Lavergne and Vuong [18]and Delecroix,Halland Roget[10].”
• Does Education Matter for Economic Growth? (2014, unknown): “Hence, we also employ a formal nonparametric test of variable relevance (Lavergne and Vuong, 2000) to help us determine whether or not education is a robust and relevant regressor, and this test provides the backbone of our analysis.”
• A Consistent Characteristic-Function-Based Test for Conditional Independence (2003, methodology): “A similar idea has been used in Lavergne and Vuong (2000) .”
• A CONSISTENT TEST OF CONDITIONAL PARAMETRIC DISTRIBUTIONS (2000, background): “Lin (1976) A nonparametric estimation of the entropy for absolutely continuous distributions.”
• Breaking the curse of dimensionality in nonparametric testing (2008, background): “Pakes and Pollard (1989) and standard arguments, and is omitted, see Lavergne and Patilea (2006) for details.”
• Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model (2009, methodology): “A similar idea was used in Lavergne and Vuong (2000), Su and White (2007), and Su and Ullah (2009). We will show that after being appropriately scaled, ̂ is asymptotically normally distributed under suitable assumptions.”