Consistent model specification tests: Omitted variables and semiparametric functional forms

Econometrica

Volumn 64, Issue 4, 1996, Pages 865-890

  Fan, Yanqin ^a   Li, Qi ^a  

^a NONE

Author keywords

Consistent tests; Degenerate U statistics; Kernel estimation; Omitted variables; Partially linear model; Single index model

Indexed keywords

CENTRAL LIMIT THEOREM; CONSISTENT ESTIMATOR; HYPOTHESIS TEST; ORDER STATISTIC; REGRESSION MODEL; SIGNIFICANCE TEST; TEST STATISTIC; U STATISTIC;

ESTIMATION;

EID: 0030353969     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.2307/2171848     Document Type: Article

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