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https://ah.lib.nccu.edu.tw/handle/140.119/135131
題名: | The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses | 作者: | 顏佑銘 Yen, Yu-Min Linton, O. Whang, Y-J. |
貢獻者: | 國貿系 | 日期: | Nov-2020 | 上傳時間: | 25-May-2021 | 摘要: | We provide an estimator of the lower regression function and provide large sample properties for inference. We also propose a test of the hypothesis of positive expectation dependence and derive its limiting distribution under the null hypothesis and provide consistent critical values. We apply our methodology to several empirical questions. | 關聯: | Econometric Literature | 資料類型: | article |
Appears in Collections: | 期刊論文 |
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