Consistent specification test for partially linear models with the k-nearest-neighbor method

DOI10.1016/j.econlet.2019.02.004zbMath1416.62256MaRDI QIDQ1738428

Wenju Wang, Qiao Wang

Publication date: 18 April 2019

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2019.02.004

zbMATH Keywords

heavy tails; partially linear model; consistent test; k-nearest-neighbor

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62G20: Asymptotic properties of nonparametric inference

62J05: Linear regression; mixed models

Cites Work

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