{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,10,14]],"date-time":"2026-10-14T04:31:28Z","timestamp":1791952288865,"version":"4.3.4"},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"4","license":[{"start":{"date-parts":[[2000,8,1]],"date-time":"2000-08-01T00:00:00Z","timestamp":965088000000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2000,8]]},"abstract":"<jats:p>A procedure for testing the significance of a subset \nof explanatory variables in a nonparametric regression \nis proposed. Our test statistic uses the kernel method. \nUnder the null hypothesis of no effect of the variables \nunder test, we show that our test statistic has an <jats:italic>nh<\/jats:italic><jats:sup><jats:italic>p<\/jats:italic><jats:sub>2<\/jats:sub>\/2<\/jats:sup> standard \nnormal limiting distribution, where <jats:italic>p<\/jats:italic><jats:sub>2<\/jats:sub> \nis the dimension of the complete set of regressors. Our test \nis one-sided, consistent against all alternatives and detects \nlocal alternatives approaching the null at rate slower than \n<jats:italic>n<\/jats:italic><jats:sup>\u22121\/2<\/jats:sup><jats:italic>h<\/jats:italic><jats:sup>\u2212<jats:italic>p<\/jats:italic><jats:sub>2<\/jats:sub>\/4<\/jats:sup>. \nOur Monte-Carlo experiments indicate that it outperforms the \ntest proposed by Fan and Li (1996, <jats:italic>Econometrica<\/jats:italic> 64, \n865\u2013890).<\/jats:p>","DOI":"10.1017\/s0266466600164059","type":"journal-article","created":{"date-parts":[[2002,7,27]],"date-time":"2002-07-27T13:45:46Z","timestamp":1027777546000},"page":"576-601","source":"Crossref","is-referenced-by-count":66,"title":["NONPARAMETRIC SIGNIFICANCE TESTING"],"prefix":"10.1017","volume":"16","author":[{"given":"Pascal","family":"Lavergne","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Quang","family":"Vuong","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2000,8,1]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466600164059","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,4,8]],"date-time":"2019-04-08T19:39:50Z","timestamp":1554752390000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466600164059\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2000,8]]},"references-count":0,"journal-issue":{"issue":"4","published-print":{"date-parts":[[2000,8]]}},"alternative-id":["S0266466600164059"],"URL":"https:\/\/doi.org\/10.1017\/s0266466600164059","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2000,8]]}}}