3 papers
econ.EM2026
Testing Heteroskedasticity Under Measurement Error
Xiaojun Song, Jichao Yuan
In this paper, we propose a novel approach to detect heteroskedasticity in regression models with regressors contaminated by measurement error. Specifically, inspired by the integr…
econ.EM2026
A Projection Approach to Nonparametric Significance and Conditional Independence Testing
Xiaojun Song, Jichao Yuan
This paper develops a novel nonparametric significance test based on a tailored nonparametric-type projected weighting function that exhibits appealing theoretical and numerical pr…
econ.EM2025
Specification tests for regression models with measurement errors
Xiaojun Song, Jichao Yuan
In this paper, we propose new specification tests for regression models with measurement errors in the explanatory variables. Inspired by the integrated conditional moment (ICM) ap…