Tests of specification for parametric and semiparametric models
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Publication:1801421
DOI10.1016/0304-4076(93)90068-GzbMath0786.62029OpenAlexW2013705774MaRDI QIDQ1801421
Donald W. K. Andrews, Yoon-Jae Whang
Publication date: 26 April 1994
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(93)90068-g
time seriessemiparametric modelsspecification testssample selection modelsstochastic equicontinuitycross-sectional contextssemiparametric partially linear regressionweak convergence of normalized sums of stochastic processes
Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Parametric inference (62F99)
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