An alternative series based consistent model specification test

DOI10.1016/j.econlet.2006.03.038zbMath1255.62119OpenAlexW2009387360MaRDI QIDQ1929440

Yun Sun, Q. Li

Publication date: 8 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2006.03.038

zbMATH Keywords

consistent testnonparametric series estimationregression functional form

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10)

Related Items (2)

Two-step series estimation and specification testing of (partially) linear models with generated regressors ⋮ Consistent model specification tests based on \(k\)-nearest-neighbor estimation method

Cites Work

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• Convergence rates and asymptotic normality for series estimators
• Testing the Goodness of Fit of a Linear Model Via Nonparametric Regression Techniques
• A Consistent Conditional Moment Test of Functional Form
• An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
• Consistent Specification Testing Via Nonparametric Series Regression

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