Consistent specification test for partially linear models with the k-nearest-neighbor method (Q1738428): Difference between revisions

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+https://doi.org/10.1016/j.econlet.2019.02.004
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+W2914278591
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@@ Property / cites work @@
+Testing the Goodness of Fit of a Linear Model Via Nonparametric Regression Techniques
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+Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
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+Comparing nonparametric versus parametric regression fits
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+Kernel-based testing with skewed and heavy-tailed data: evidence from a nonparametric test for heteroskedasticity
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+Consistent Specification Testing Via Nonparametric Series Regression
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+Semiparametric tests of conditional moment restrictions under weak or partial identification
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+TESTING UNDER WEAK IDENTIFICATION WITH CONDITIONAL MOMENT RESTRICTIONS
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+Consistent model specification tests based on \(k\)-nearest-neighbor estimation method
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+Root-n-consistent semiparametric estimation of partially linear models based on k-nn method
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+Root-N-Consistent Semiparametric Regression
@@ Property / cites work: Root-N-Consistent Semiparametric Regression / rank @@
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+Tests of specification for parametric and semiparametric models
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