Nonparametric model check based on local polynomial fitting Academic Article uri icon


  • In this paper we propose a consistent model specification test based on local polynomial fitting. The Monte Carlo simulations show that the new test performs favorably with the existing local constant kernel tests. 2000 Elsevier Science B.V.

published proceedings


author list (cited authors)

  • Liu, Z. J., Stengos, T., & Li, Q.

citation count

  • 5

complete list of authors

  • Liu, ZJ||Stengos, T||Li, Q

publication date

  • July 2000