Title of article
An alternative series based consistent model specification test
Author/Authors
Ping-Yun Sun، نويسنده , , Qi Li، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
8
From page
37
To page
44
Abstract
This paper presents a series based test for regression functional forms. Compared with the tests of Hong and White [Hong, Y.M., and White, H., 1995. Consistent Specification Testing via Nonparametric Series Regression, Econometrica, 63, 1133–1159.], our test imposes weaker conditions on the approximating base functions, avoids non-zero center terms and allows for optimal smoothing.
Keywords
Consistent test , Nonparametric series estimation , Regression functional form
Journal title
Economics Letters
Serial Year
2006
Journal title
Economics Letters
Record number
436040
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