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- W1662704487 abstract "Consider the nonparametric regression model Y = m(X) + e, where the function m is smooth, but unknown, and e is independent of X. We construct omnibus goodness-of-fit tests, based on n independent copies of (X, Y ), for the independence of e and X and establish asymptotic results for the proposed tests statistics. We investigate their finite sample properties through a simulation study and present an econometric application to household data. One testing procedure is based on differences of neighboring Y ’s, whereas the other one makes use of an estimator of m. The proofs are based on delicate weighted empirical process theory." @default.
- W1662704487 created "2016-06-24" @default.
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- W1662704487 date "2006-01-01" @default.
- W1662704487 modified "2023-09-23" @default.
- W1662704487 title "Goodness-of-Fit Tests in Nonparametric Regression" @default.
- W1662704487 doi "https://doi.org/10.2139/ssrn.556975" @default.
- W1662704487 hasPublicationYear "2006" @default.
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