Testing single-index restrictions with a focus on average derivatives

Journal of Econometrics

Volumn 156, Issue 2, 2010, Pages 377-391

  Escanciano, Juan Carlos ^a   Song, Kyungchul ^b  

^a INDIANA UNIVERSITY   (United States)

^b UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

Average derivatives; Directional tests; Omnibus tests; Series estimation; Single index restrictions

Indexed keywords

ASYMPTOTIC THEORIES; AVERAGE DERIVATIVES; CONVERGENCE RATES; COVARIATES; DIRECTIONAL TESTS; LABOR MARKETS; LIMITING DISTRIBUTIONS; MAXIMUM SCORE; MONTE CARLO EXPERIMENTS; NULL HYPOTHESIS; PARAMETER ESTIMATE; SAMPLE DISTRIBUTIONS; TESTING PROCEDURE;

ASYMPTOTIC ANALYSIS; EMPLOYMENT; ESTIMATION; MONTE CARLO METHODS;

TESTING;

EID: 77950521211     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2009.11.007     Document Type: Article

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