Local rank tests in a multivariate nonparametric relationship
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- Fortuna, Natercia, 2008. "Local rank tests in a multivariate nonparametric relationship," Journal of Econometrics, Elsevier, vol. 142(1), pages 162-182, January.
- Natercia Fortuna, 2004. "Local rank tests in a multivariate nonparametric relationship," Econometric Society 2004 North American Summer Meetings 446, Econometric Society.
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- Fortuna, Natercia, 2008.
"Local rank tests in a multivariate nonparametric relationship,"
Journal of Econometrics, Elsevier, vol. 142(1), pages 162-182, January.
- Natercia Fortuna, 2004. "Local rank tests in a multivariate nonparametric relationship," Econometric Society 2004 North American Summer Meetings 446, Econometric Society.
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Cited by:
- Fortuna, Natercia, 2008.
"Local rank tests in a multivariate nonparametric relationship,"
Journal of Econometrics, Elsevier, vol. 142(1), pages 162-182, January.
- Natércia Fortuna, 2004. "Local rank tests in a multivariate nonparametric relationship," FEP Working Papers 137, Universidade do Porto, Faculdade de Economia do Porto.
- Natercia Fortuna, 2004. "Local rank tests in a multivariate nonparametric relationship," Econometric Society 2004 North American Summer Meetings 446, Econometric Society.
- Donald, Stephen G. & Fortuna, Natércia & Pipiras, Vladas, 2011.
"Local and Global Rank Tests for Multivariate Varying-Coefficient Models,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 29(2), pages 295-306.
- Stephen G. Donald & Natércia Fortuna & Vladas Pipiras, 2005. "Local and global rank tests for multivariate varying-coefficient models," FEP Working Papers 196, Universidade do Porto, Faculdade de Economia do Porto.
- Donald, Stephen G. & Fortuna, Natércia & Pipiras, Vladas, 2007.
"On Rank Estimation In Symmetric Matrices: The Case Of Indefinite Matrix Estimators,"
Econometric Theory, Cambridge University Press, vol. 23(6), pages 1217-1232, December.
- Stephen G. Donald & Natércia Fortuna & Vladas Pipiras, 2005. "On rank estimation in symmetric matrices: the case of indefinite matrix estimators," FEP Working Papers 167, Universidade do Porto, Faculdade de Economia do Porto.
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More about this item
Keywords
nonparametric relationship; local rank; local rank estimation; kernel smoothing; consistent tests; demand systems.;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- D12 - Microeconomics - - Household Behavior - - - Consumer Economics: Empirical Analysis
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2004-08-09 (Econometrics)
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