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Please use this identifier to cite or link to this item: https://hdl.handle.net/2440/46520
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dc.contributor.authorGao, Jitien
dc.contributor.authorTong, Howellen
dc.contributor.authorWolff, Rodneyen
dc.date.issued2002en
dc.identifier.citationJournal of Multivariate Analysis, 2002; 83(2):324-359en
dc.identifier.issn0047-259Xen
dc.identifier.urihttp://hdl.handle.net/2440/46520-
dc.description.abstractIn this paper, we consider testing for additivity in a class of nonparametric stochastic regression models. Two test statistics are constructed and their asymptotic distributions are established. We also conduct a small sample study for one of the test statistics through a simulated example.en
dc.description.statementofresponsibilityJiti Gao, Howell Tong and Rodney Wolffen
dc.description.urihttp://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#descriptionen
dc.publisherElsevieren
dc.subjectadditivity; dependent process; model determination; nonlinear time series; nonparametric regression; semiparametric autoregressionen
dc.titleModel Specification Tests in Nonparametric Stochastic Regression Modelsen
dc.typeJournal articleen
dc.contributor.schoolSchool of Economicsen
dc.identifier.doi10.1006/jmva.2001.2058en
Appears in Collections:Economics publications

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