A consistent model specification test with mixed discrete and continuous data

DOI10.1016/j.jeconom.2006.07.015zbMath1247.62126MaRDI QIDQ451277

Cheng Hsiao, Jeffrey S. Racine, Q. Li

Publication date: 23 September 2012

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2006.07.015

zbMATH Keywords

nonparametric estimation; consistent test; parametric functional form

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G10: Nonparametric hypothesis testing

62E20: Asymptotic distribution theory in statistics

62G09: Nonparametric statistical resampling methods

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