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

DOI10.1016/J.ECONLET.2019.02.004MaRDI QIDQ1738428zbMATH OpenOpenAlexWikidataFDO

Authors 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

consistent testheavy tailsk-nearest-neighborpartially linear model

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

Recommendations

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Cites work

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

Cited in

(4)

• \(k\)-nn method in partial linear model under random censorship
• Consistent model specification tests based on \(k\)-nearest-neighbor estimation method
• Root-n-consistent semiparametric estimation of partially linear models based on k-nn method
• A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS

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