A consistent model specification test with mixed discrete and continuous data
From MaRDI portal
Publication:451277
DOI10.1016/j.jeconom.2006.07.015zbMath1247.62126MaRDI 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
62G08: Nonparametric regression and quantile regression
62G10: Nonparametric hypothesis testing
62E20: Asymptotic distribution theory in statistics
62G09: Nonparametric statistical resampling methods
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