A consistent model specification test with mixed discrete and continuous data

Journal of Econometrics

Volumn 140, Issue 2, 2007, Pages 802-826

  Hsiao, Cheng ^a,b   Li, Qi ^c   Racine, Jeffrey S ^d  

^a UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

^b XIAMEN UNIVERSITY   (China)

^c TEXAS A AND M UNIVERSITY   (United States)

^d MCMASTER UNIVERSITY   (Canada)

Author keywords

Consistent test; Nonparametric estimation; Parametric functional form

Indexed keywords

DATA REDUCTION; LEAST SQUARES APPROXIMATIONS; REGRESSION ANALYSIS; STATISTICAL TESTS;

CONSISTENT TESTS; CROSS-VALIDATION (CV); NONPARAMETRIC ESTIMATION; PARAMETRIC FUNCTIONAL FORMS;

MATHEMATICAL MODELS;

EID: 34547668743     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2006.07.015     Document Type: Article

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