Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
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Publication:4895050
DOI10.2307/2171848zbMath0854.62038MaRDI QIDQ4895050
Publication date: 23 January 1997
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2171848
kernel estimation; central limit theorem; consistent tests; nonparametric regression model; partially linear model; single index model; omitted variables; degenerate \(U\)-statistics; semiparametric functional form
62P20: Applications of statistics to economics
62G07: Density estimation
62G10: Nonparametric hypothesis testing
62G20: Asymptotic properties of nonparametric inference
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