Consistent specification test for partially linear models with the k-nearest-neighbor method
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Publication:1738428
DOI10.1016/j.econlet.2019.02.004zbMath1416.62256MaRDI QIDQ1738428
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
62G10: Nonparametric hypothesis testing
62G20: Asymptotic properties of nonparametric inference
62J05: Linear regression; mixed models
Cites Work
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- 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