A consistent model specification test with mixed discrete and continuous data

DOI10.1016/j.jeconom.2006.07.015zbMath1247.62126OpenAlexW3121962378MaRDI QIDQ451277

Cheng Hsiao, Jeffrey S. Racine, Q. Li

Publication date: 23 September 2012

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2006.07.015

zbMATH Keywords

nonparametric estimationconsistent testparametric functional form

Mathematics Subject Classification ID

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