Kernel-based testing with skewed and heavy-tailed data: Evidence from a nonparametric test for heteroskedasticity
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DOI: 10.1016/j.econlet.2018.08.007
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Cited by:
- Wang, Wenju & Wang, Qiao, 2019. "Consistent specification test for partially linear models with the k-nearest-neighbor method," Economics Letters, Elsevier, vol. 177(C), pages 89-93.
- Huang, Ta-Cheng & Li, Hongjun & Li, Zheng, 2020. "A modified bootstrap for kernel-based specification test with heavy-tailed data," Economics Letters, Elsevier, vol. 189(C).
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More about this item
Keywords
Heteroskedasticity; Kernel; Kurtosis; Skewness; Specification testing;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
Statistics
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