A consistent test of functional form via nonparametric estimation techniques

DOI10.1016/0304-4076(95)01760-7zbMath0865.62030OpenAlexW2128522844WikidataQ127740823 ScholiaQ127740823MaRDI QIDQ91794

Publication date: December 1996

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

Full work available at URL: https://doi.org/10.1016/0304-4076(95)01760-7

zbMATH Keywords

asymptotic normality kernel estimation local alternatives \(U\)-statistics asymptotic power specification test conditional moment test consistent test of functional form robustness to heteroskedasticity

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) General nonlinear regression (62J02)

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