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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 2020-11
上傳時間 25-May-2021 14:12:04 (UTC+8)
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
dc.contributor 國貿系
dc.creator (作者) 顏佑銘
dc.creator (作者) Yen, Yu-Min
dc.creator (作者) Linton, O.
dc.creator (作者) Whang, Y-J.
dc.date (日期) 2020-11
dc.date.accessioned 25-May-2021 14:12:04 (UTC+8)-
dc.date.available 25-May-2021 14:12:04 (UTC+8)-
dc.date.issued (上傳時間) 25-May-2021 14:12:04 (UTC+8)-
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/135131-
dc.description.abstract (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.
dc.format.extent 276254 bytes-
dc.format.mimetype application/pdf-
dc.relation (關聯) Econometric Literature
dc.title (題名) The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses
dc.type (資料類型) article