Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms

DOI10.2307/2171848zbMath0854.62038OpenAlexW2109858684MaRDI QIDQ4895050

Q. Li, Yanqin Fan

Publication date: 23 January 1997

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2171848

zbMATH Keywords

kernel estimationcentral limit theoremconsistent testsnonparametric regression modelpartially linear modelsingle index modelomitted variablesdegenerate \(U\)-statisticssemiparametric functional form

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Density estimation (62G07) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

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