An alternative series based consistent model specification test

DOI10.1016/J.ECONLET.2006.03.038MaRDI QIDQ1929440zbMATH OpenOpenAlexFDO

Authors Yun Sun, Qi Li

Publication date 8 January 2013

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2006.03.038

zbMATH Keywords

consistent testnonparametric series estimationregression functional form

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Applications of statistics to economics (62P20)

Recommendations

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Cites work

• A Consistent Conditional Moment Test of Functional Form
• An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
• Consistent Specification Testing Via Nonparametric Series Regression
• Convergence rates and asymptotic normality for series estimators
• scientific article; zbMATH DE number 4048298 (Why is no real title available?)
• Testing the Goodness of Fit of a Linear Model Via Nonparametric Regression Techniques

Cited in

(6)

• A consistent test for the functional form of a regression based on a difference of variance estimators
• Consistent model specification tests based on \(k\)-nearest-neighbor estimation method
• Testing a Regression Model When We Have Smooth Alternatives in Mind
• Two-step series estimation and specification testing of (partially) linear models with generated regressors
• A consistent LM-type specification test for semiparametric panel data models
• Consistent model specification tests

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