Advanced search
Publication Cover
Journal of Nonparametric Statistics Volume 20, 2008 - Issue 1
Submit an article Journal homepage
365
Views
9
CrossRef citations to date
0
Altmetric
Original Articles

Central limit theorems for generalized U-statistics with applications in nonparametric specification

Jiti Gao School of Economics, The University of Adelaide, Adelaide, South Australia, Australia; School of Mathematics and Statistics, The University of Western Australia, Crawley, Western Australia, AustraliaCorrespondence[email protected]
&
Yongmiao Hong Department of Economics and Department of Statistical Science, Cornell University, Ithaca, NY, USA; Wang Yanan Institute for Studies in Economics, Xiamen University, P.R. China
Pages 61-76 | Accepted 13 Dec 2007, Published online: 18 Feb 2008

Citations (9)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (2)

Francisco Peñaranda, Juan M. Rodríguez-Poo & Stefan Sperlich. (2022) Nonparametric Specification Testing of Conditional Asset Pricing Models. Journal of Business & Economic Statistics 40:4, pages 1455-1469.
Read now
Tae Yoon Kim, Zhi-Ming Luo & Chiho Kim. (2011) The central limit theorem for degenerate variable U-statistics under dependence. Journal of Nonparametric Statistics 23:3, pages 683-699.
Read now

Articles from other publishers (7)

Yiguo Sun, Zongwu Cai & Qi Li. (2015) A CONSISTENT NONPARAMETRIC TEST ON SEMIPARAMETRIC SMOOTH COEFFICIENT MODELS WITH INTEGRATED TIME SERIES. Econometric Theory 32:4, pages 988-1022.
Crossref
Bin Chen. (2015) Modeling and testing smooth structural changes with endogenous regressors. Journal of Econometrics 185:1, pages 196-215.
Crossref
Valentina Corradi, Walter Distaso & Marcelo Fernandes. (2012) International market links and volatility transmission. Journal of Econometrics 170:1, pages 117-141.
Crossref
Carsten Jentsch. (2011) A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes. Journal of Time Series Analysis 33:2, pages 177-192.
Crossref
Bin Chen & Yongmiao Hong. (2011) TESTING FOR THE MARKOV PROPERTY IN TIME SERIES. Econometric Theory 28:1, pages 130-178.
Crossref
Francesco Bravo, Ba M. Chu & David T. Jacho-Chávez. (2012) Estimation and Inference in Semiparametric Moment Conditions Models with Dependent Data. SSRN Electronic Journal.
Crossref
Valentina Corradi, Walter Distaso & Marcelo Fernandes. (2012) International Market Links and Volatility Transmission. SSRN Electronic Journal.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.