Browsing by Author "Tripathi, Gautam"
2000-06-01BuchNonparametric Estimation of Additive Models withHomogeneous Components Härdle, Wolfgang Karl; Kim, Woocheol; Tripathi, GautamThe importance of homogeneity as a restriction on functional forms has been well recognized in economic theory. Imposing additive separability is also quite popular since many economics models become easier to interpret ...
2005-09-30BuchNonparametric estimation of homogeneous function Tripathi, Gautam; Kim, Woocheol
2005-09-30BuchOn Testing Conditional Moment Restrictions The Canonical CaseTripathi, Gautam; Kitamura, YuichiLet (x, z) be a pair of random vectors. We construct a new “smoothed” empirical likelihood based test for the hypothesis that E(z|x) a.s. = 0, and show that the test statistic is asymptotically normal under the null. An ...