메뉴 건너뛰기




Volumn 65, Issue 1, 1997, Pages 103-131

Inference concerning the number of factors in a multivariate nonparametric relationship

(1)  Donald, Stephen G a  

a NONE

Author keywords

Consistent tests; Nonparametric regression; Observable factors

Indexed keywords


EID: 0008780892     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.2307/2171815     Document Type: Article
Times cited : (30)

References (23)
  • 1
    • 0000090466 scopus 로고
    • Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
    • ANDREWS, D. W. K. (1991): "Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models," Econometrica, 59, 307-346.
    • (1991) Econometrica , vol.59 , pp. 307-346
    • Andrews, D.W.K.1
  • 4
    • 0030335971 scopus 로고    scopus 로고
    • On the Asymptotic Properties of LDU Based Tests for the Rank of a Matrix
    • forthcoming
    • _ (1996a): "On the Asymptotic Properties of LDU Based Tests for the Rank of a Matrix," forthcoming in Journal of the American Statistical Association.
    • (1996) Journal of the American Statistical Association
  • 5
    • 0346097284 scopus 로고    scopus 로고
    • Inferring the Rank of a Matrix
    • forthcoming
    • _ (1996b): "Inferring the Rank of a Matrix," forthcoming in Journal of Econometrics.
    • (1996) Journal of Econometrics
  • 6
    • 0039601032 scopus 로고
    • Asymptotic Expansions for the Distributions of Some Multivariate Tests
    • ed. by P. R. Krishnaiah. Amsterdam: North Holland
    • FUJIKOSHI, Y. (1977): "Asymptotic Expansions for the Distributions of Some Multivariate Tests," in Multivariate Analysis, Vol. IV, ed. by P. R. Krishnaiah. Amsterdam: North Holland, pp. 55-71.
    • (1977) Multivariate Analysis , vol.4 , pp. 55-71
    • Fujikoshi, Y.1
  • 7
    • 0000021006 scopus 로고
    • On the Asymptotic Normality of Fourier Flexible Form Estimates
    • GALLANT, A. R., AND G. SOUZA (1991): "On the Asymptotic Normality of Fourier Flexible Form Estimates," Journal of Econometrics, 50, 329-353.
    • (1991) Journal of Econometrics , vol.50 , pp. 329-353
    • Gallant, A.R.1    Souza, G.2
  • 8
    • 0000938474 scopus 로고
    • Testing the Rank and Definiteness of Estimated Matrices with Applications to Factor, State Space and ARMA Models
    • GILL, L., AND A. LEWBEL (1992): "Testing the Rank and Definiteness of Estimated Matrices with Applications to Factor, State Space and ARMA Models," Journal of the American Statistical Association, 87, 766-776.
    • (1992) Journal of the American Statistical Association , vol.87 , pp. 766-776
    • Gill, L.1    Lewbel, A.2
  • 9
    • 0002279247 scopus 로고
    • Variance Function Estimation in Regression: The Effect of Estimating the Mean
    • HALL, P., AND R. J. CARROLL (1989): "Variance Function Estimation in Regression: The Effect of Estimating the Mean," Journal of the Royal Statistical Society, B, 51, 3-14.
    • (1989) Journal of the Royal Statistical Society, B , vol.51 , pp. 3-14
    • Hall, P.1    Carroll, R.J.2
  • 10
    • 0000018997 scopus 로고
    • Nonlinear Errors in Variables: Estimation of Some Engel Curves
    • HAUSMAN, J. A., W. K. NEWEY, AND J. L. POWELL (1995): "Nonlinear Errors in Variables: Estimation of Some Engel Curves," Journal of Econometrics, 65, 205-233.
    • (1995) Journal of Econometrics , vol.65 , pp. 205-233
    • Hausman, J.A.1    Newey, W.K.2    Powell, J.L.3
  • 11
    • 0029423775 scopus 로고
    • Consistent Specification Testing Via Nonparametric Series Regression
    • HONG, Y., AND H. WHITE (1995): "Consistent Specification Testing Via Nonparametric Series Regression," Econometrica, 63, 1133-1159.
    • (1995) Econometrica , vol.63 , pp. 1133-1159
    • Hong, Y.1    White, H.2
  • 12
    • 0001326961 scopus 로고
    • The Rank of Demand Systems
    • LEWBEL, A. (1991): "The Rank of Demand Systems," Econometrica, 59, 711-730.
    • (1991) Econometrica , vol.59 , pp. 711-730
    • Lewbel, A.1
  • 13
    • 0000827902 scopus 로고
    • Efficient Instrumental Variables Estimation of Nonlinear Models
    • NEWEY, W. K. (1990): "Efficient Instrumental Variables Estimation of Nonlinear Models," Econometrica, 58, 809-837.
    • (1990) Econometrica , vol.58 , pp. 809-837
    • Newey, W.K.1
  • 14
    • 84974199018 scopus 로고
    • Kernel Estimation of Partial Means and a General Variance Estimator
    • _ (1994): "Kernel Estimation of Partial Means and a General Variance Estimator," Econometric Theory, 10, 233-253.
    • (1994) Econometric Theory , vol.10 , pp. 233-253
  • 15
    • 0347988561 scopus 로고
    • Convergence Rates for Series Estimators
    • edited by G. S. Maddala, P. C. B. Phillips, and T. N. Srinivasan. Cambridge: Basil Blackwell Press
    • _ (1995): "Convergence Rates for Series Estimators," Statistical Methods of Econometrics and Quantitative Econometrics, edited by G. S. Maddala, P. C. B. Phillips, and T. N. Srinivasan. Cambridge: Basil Blackwell Press.
    • (1995) Statistical Methods of Econometrics and Quantitative Econometrics
  • 16
    • 0000854436 scopus 로고
    • Regression Theory for Near Integrated Time Series
    • PHILLIPS, P. C. B. (1988): "Regression Theory for Near Integrated Time Series," Econometrica, 56, 1021-1044.
    • (1988) Econometrica , vol.56 , pp. 1021-1044
    • Phillips, P.C.B.1
  • 17
    • 0001099098 scopus 로고
    • Semiparametric Estimation of Index Coefficients
    • POWELL, J., J. STOCK, AND T. STOKER (1989): "Semiparametric Estimation of Index Coefficients," Econometrica, 55, 875-891.
    • (1989) Econometrica , vol.55 , pp. 875-891
    • Powell, J.1    Stock, J.2    Stoker, T.3
  • 18
    • 0001024723 scopus 로고
    • Order Estimation in ARMA Models by Lagrange Multiplier Tests
    • PÖTSCHER, B. M. (1983): "Order Estimation in ARMA Models by Lagrange Multiplier Tests," Annals of Statistics, 11, 872-885.
    • (1983) Annals of Statistics , vol.11 , pp. 872-885
    • Pötscher, B.M.1
  • 20
    • 0000218602 scopus 로고
    • Root-N-Consistent Semiparametric Regression
    • ROBINSON, P. M. (1988): "Root-N-Consistent Semiparametric Regression," Econometrica, 56, 931-954.
    • (1988) Econometrica , vol.56 , pp. 931-954
    • Robinson, P.M.1
  • 22
    • 84971946984 scopus 로고
    • A Test for Functional Form Against Nonparametric Alternatives
    • WOOLDRIDGE, J. M. (1992): "A Test for Functional Form Against Nonparametric Alternatives," Econometric Theory, 8, 452-475.
    • (1992) Econometric Theory , vol.8 , pp. 452-475
    • Wooldridge, J.M.1
  • 23
    • 84971904258 scopus 로고
    • Nonparametric Regression Based Tests Based on Least Squares
    • YATCHEW, A. (1992): "Nonparametric Regression Based Tests Based on Least Squares," Econometric Theory, 8, 435-451.
    • (1992) Econometric Theory , vol.8 , pp. 435-451
    • Yatchew, A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.