The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses | Publication

Title	The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses
Creator	顏佑銘 Yen, Yu-Min Linton, O. Whang, Y-J.
Contributor	國貿系
Date	2020-11
Date Issued	25-May-2021 14:12:04 (UTC+8)
Summary	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.
Relation	Econometric Literature
Type	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