Nonparametric Testing for Asymmetric Information

Nonparametric Testing for Asymmetric Information

Asymmetric information is an important phenomenon in many markets and in particular in insurance markets. Testing for asymmetric information has become a very important issue in the literature in the last two decades. Almost all testing procedures that are used in empirical studies are parametric, w...

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Bibliographic Details
Main Authors: SU, Liangjun, SPINDLER, Martin
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2013
Subjects:
Automobile insurance
Conditional independence
Distributional misspecification
Functional misspecification
Long-term care insurance
Nonlinearity
Econometrics
Economics
Online Access:https://ink.library.smu.edu.sg/soe_research/1556
https://ink.library.smu.edu.sg/context/soe_research/article/2555/viewcontent/np_test_asymmetric_info_20121129_full.pdf
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Institution: Singapore Management University
Language: English

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https://ink.library.smu.edu.sg/soe_research/1556
https://ink.library.smu.edu.sg/context/soe_research/article/2555/viewcontent/np_test_asymmetric_info_20121129_full.pdf

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