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The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses


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Working Paper

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Authors

Linton, O. 
Whang, Y-J. 
Yen, Y. 

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.

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Publisher

Faculty of Economics

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