Some higher-order theory for a consistent non-parametric model specification test

Journal of Statistical Planning and Inference

Volumn 109, Issue 1-2, 2003, Pages 125-154

  Fan, Yanqin ^a   Linton, Oliver ^b  

^a VANDERBILT UNIVERSITY   (United States)

^b LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

Consistent test; Edgeworth expansion; Kernel estimation; Non linear regression

Indexed keywords

EID: 0037209655     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-3758(02)00307-5     Document Type: Article

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