arXiv 17 Feb 2026 · Econometrics
arXiv:2602.15289 · PDF · DOI · OpenAlex · Extracted main text
This paper develops a novel nonparametric significance test based on a tailored nonparametric-type projected weighting function that exhibits appealing theoretical and numerical properties. We derive the asymptotic properties of the proposed test and show that it can detect local alternatives at the parametric rate. Using the nonparametric orthogonal projection, we construct a computationally convenient multiplier bootstrap to obtain critical values from the case-dependent asymptotic null distribution. Compared with the existing literature, our approach overcomes the need for a stronger compact support assumption on the density of covariates arising from random denominators. We also extend the tailor-made projection procedure to test the conditional independence assumption. The simulation experiments further illustrate the advantages of our proposed method in testing significance and conditional independence in finite samples.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Fan, Y. and Li, Q (1996) Consistent model specification tests: omitted variables and semiparametric functional forms | 0.928 | 4 | 3 | 100% |
| 2 | van der Vaart, A. W. and Wellner, J. A (1996) Weak Convergence and Empirical Processes | 0.843 | 5 | 3 | 60% |
| 3 | Delgado, M. A. and González-Manteiga, W (2001) Significance testing in nonparametric regression based on the bootstrap | 0.814 | 39 | 9 | 54% |
| 4 | Bierens, H. J. and Ploberger, W (1997) Asymptotic theory of integrated conditional moment tests | 0.737 | 3 | 3 | 67% |
| 5 | Lavergne, P. and Vuong, Q (2000) Nonparametric significance testing | 0.737 | 3 | 2 | 100% |
| 6 | Bierens, H. J (1982) Consistent model specification tests | 0.644 | 2 | 2 | 100% |
| 7 | Durbin, J (1973) Distribution theory for tests based on the sample distribution function | 0.644 | 2 | 2 | 100% |
| 8 | Sant’Anna, P. H. and Song, X (2019) Specification tests for the propensity score self | 0.644 | 2 | 2 | 100% |
| 9 | Song, X. and Yang, Z (2025) Unified specification tests in partially linear quantile regression models self | 0.644 | 2 | 2 | 100% |
| 10 | Yang, Z., Song, X., and Yu, J (2024) Model checking in partially linear spatial autoregressive models self | 0.644 | 2 | 2 | 100% |
Showing the top 10 of 42 scored citations.