Two-step series estimation and specification testing of (partially) linear models with generated regressors

DOI10.1080/07474938.2022.2082169OpenAlexW4289524857MaRDI QIDQ5040539FDOQ5040539

Authors Yu-Chin Hsu, Jen-Che Liao, Eric S. Lin

Publication date 17 October 2022

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474938.2022.2082169

zbMATH Keywords

specification testspartially linear modelseries estimationsemiparametric linear modellinear and nonlinear generated regressors

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cited in

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• Yet another look at the omitted variable bias

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