The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses

Oliver Linton, Yoon-Jae Whang and Yu-Min Yen

Working Paper Series from Institute of Economic Research, Seoul National University

Abstract: We provide an estimator of the lower regression function and provide large sample properties for inference. We also propose a test of the hypothesis of positive expectation dependence and derive its limiting distribution under the null hypothesis and provide consistent critical values. We apply our methodology to several empirical questions.

Date: 2018-11
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Citations: View citations in EconPapers (2)

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Related works:
Journal Article: The lower regression function and testing expectation dependence dominance hypotheses (2021)
Working Paper: The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses (2018)
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Persistent link: https://EconPapers.repec.org/RePEc:snu:ioerwp:no110

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