An alternative series based consistent model specification test
From MaRDI portal
Publication:1929440
DOI10.1016/j.econlet.2006.03.038zbMath1255.62119OpenAlexW2009387360MaRDI QIDQ1929440
Publication date: 8 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2006.03.038
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10)
Related Items (2)
Two-step series estimation and specification testing of (partially) linear models with generated regressors ⋮ Consistent model specification tests based on \(k\)-nearest-neighbor estimation method
Cites Work
- Unnamed Item
- Convergence rates and asymptotic normality for series estimators
- Testing the Goodness of Fit of a Linear Model Via Nonparametric Regression Techniques
- A Consistent Conditional Moment Test of Functional Form
- An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
- Consistent Specification Testing Via Nonparametric Series Regression
This page was built for publication: An alternative series based consistent model specification test