Testing additive separability of error term in nonparametric structural models
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Publication:5863572
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Cites work
- scientific article; zbMATH DE number 47948 (Why is no real title available?)
- scientific article; zbMATH DE number 88837 (Why is no real title available?)
- scientific article; zbMATH DE number 131052 (Why is no real title available?)
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- A Consistent Conditional Moment Test of Functional Form
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- A consistent model specification test with mixed discrete and continuous data
- A consistent test of functional form via nonparametric estimation techniques
- A nonparametric goodness-of-fit-based test for conditional heteroskedasticity
- A simple consistent bootstrap test for a parametric regression function
- A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators
- An Elementary Approach to Weak Convergence for Quantile Processes, With Applications to Censored Survival Data
- Asymptotic Theory of Integrated Conditional Moment Tests
- CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE
- Central limit theorem for integrated square error of multivariate nonparametric density estimators
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- MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
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- Nonparametric Estimation of Nonadditive Random Functions
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- Structural Equations, Treatment Effects, and Econometric Policy Evaluation1
- Testing for separability in structural equations
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- The Dynamics of Productivity in the Telecommunications Equipment Industry
- UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA
Cited in
(7)- The Special Issue in Honor of Aman Ullah: An Overview
- Specification and structural break tests for additive models with applications to realized variance data
- Consistent model specification tests based on \(k\)-nearest-neighbor estimation method
- TESTING FOR UNOBSERVED HETEROGENEOUS TREATMENT EFFECTS WITH OBSERVATIONAL DATA
- Testing for separability in structural equations
- Identification of nonadditive structural functions
- Testing identifying assumptions in nonseparable panel data models
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