A consistent test of functional form via nonparametric estimation techniques (Q91794)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A consistent test of functional form via nonparametric estimation techniques |
scientific article; zbMATH DE number 955395
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A consistent test of functional form via nonparametric estimation techniques |
scientific article; zbMATH DE number 955395 |
Statements
75
0 references
2
0 references
263-289
0 references
December 1996
0 references
17 July 1997
0 references
A consistent test of functional form via nonparametric estimation techniques (English)
0 references
specification test
0 references
kernel estimation
0 references
\(U\)-statistics
0 references
local alternatives
0 references
asymptotic normality
0 references
consistent test of functional form
0 references
conditional moment test
0 references
robustness to heteroskedasticity
0 references
asymptotic power
0 references
0 references
0 references
0.93664056
0 references
0.91422117
0 references
0.9044012
0 references
