Tests for the error distribution in nonparametric possibly heteroscedastic regression models

Marie Hušková () and Simos Meintanis ()

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2010, vol. 19, issue 1, 92-112

Keywords: Empirical characteristic function; Kernel regression estimator; Goodness-of-fit; Parametric bootstrap; 62G8; 62G10; 62G20 (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (10)

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DOI: 10.1007/s11749-008-0135-5

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