Testing single-index restrictions with a focus on average derivatives Articles

authors

ESCANCIANO REYERO, JUAN CARLOS
Song, Kyungchul

published in

Journal of Econometrics Journal

publication date

January 2010

issue

2

volume

156

Digital Object Identifier (DOI)

https://doi.org/10.1016/j.jeconom.2009.11.007

full text

https://www.scopus.com/inward/record.uri?eid=2-s2.0-77950521211

International Standard Serial Number (ISSN)

0304-4076

Electronic International Standard Serial Number (EISSN)

1872-6895

keywords

average derivatives; directional tests; omnibus tests; series estimation; single-index restrictions