A consistent test of functional form via nonparametric estimation techniques (Q91794)

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A consistent test of functional form via nonparametric estimation techniques
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    75
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    2
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    263-289
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    December 1996
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    17 July 1997
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    A consistent test of functional form via nonparametric estimation techniques (English)
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    specification test
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    kernel estimation
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    \(U\)-statistics
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    local alternatives
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    asymptotic normality
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    consistent test of functional form
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    conditional moment test
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    robustness to heteroskedasticity
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    asymptotic power
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