A simple test for a parametric single index model.

DOI10.1007/BF03398523MaRDI QIDQ2468555zbMATH OpenOpenAlexFDO

Authors Yanqin Fan, Zhenjuan Liu

Publication date 25 January 2008

Published in Opsearch (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf03398523

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites work

• scientific article; zbMATH DE number 3837235 (Why is no real title available?)
• Central limit theorem for integrated square error of multivariate nonparametric density estimators
• Diagnostic testing and evaluation of maximum likelihood models
• Investigating Smooth Multiple Regression by the Method of Average Derivatives
• Maximum Likelihood Specification Testing and Conditional Moment Tests
• Semiparametric Estimation of Index Coefficients
• Tests of specification for parametric and semiparametric models

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