A simple test for a parametric single index model.

DOI10.1007/BF03398523zbMath1141.62358OpenAlexW2774320443MaRDI QIDQ2468555

Yanqin Fan, Zhenjuan Liu

Publication date: 25 January 2008

Published in: Opsearch (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf03398523

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Unnamed Item
• Maximum Likelihood Specification Testing and Conditional Moment Tests
• Diagnostic testing and evaluation of maximum likelihood models
• Central limit theorem for integrated square error of multivariate nonparametric density estimators
• Tests of specification for parametric and semiparametric models
• Investigating Smooth Multiple Regression by the Method of Average Derivatives
• Semiparametric Estimation of Index Coefficients

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