Non-linear regression with discrete explanatory variables, with an application to the earnings function

DOI10.1016/0304-4076(88)90047-4zbMath0699.62065OpenAlexW2081184523WikidataQ57026017 ScholiaQ57026017MaRDI QIDQ913417

Herman J. Bierens, Joop Hartog

Publication date: 1988

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(88)90047-4

zbMATH Keywords

model specification teststwo-stage estimation procedurecross-validation approachdiscrete explanatory variablesearning functionexistence of linear separatorsfinite polynomial of a linear functiontesting degree of the polynomialWald-test

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) General nonlinear regression (62J02) Sequential statistical analysis (62L10)

Related Items (9)

ARMAX model specification testing, with an application to unemployment in the Netherlands ⋮ The Bierens test under data dependence ⋮ Direction estimation in single-index models via distance covariance ⋮ Binary choice models with discrete regressors: identification and misspecification ⋮ Revisiting Tests for Neglected Nonlinearity Using Artificial Neural Networks ⋮ Semi-parametric single-index two-part regression models ⋮ Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests ⋮ The econometric consequences of the ceteris paribus condition in economic theory ⋮ Estimators in step regression models

Uses Software

• AS 10

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Consistent model specification tests
• Unbiased determination of production technologies
• Projection pursuit
• On the bias in flexible functional forms and an essentially unbiased form. The Fourier flexible form
• Robust methods and asymptotic theory in nonlinear econometrics
• Generation and Use of Orthogonal Polynomials for Data-Fitting with a Digital Computer
• Selection of Variables in Multiple Regression: Part II. Chosen Procedures, Computations and Examples
• Using Least Squares to Approximate Unknown Regression Functions
• Estimating Regression Models of Finite but Unknown Order
• A Biometrics Invited Paper. The Analysis and Selection of Variables in Linear Regression

This page was built for publication: Non-linear regression with discrete explanatory variables, with an application to the earnings function