n46662SE Academic Article uri icon

abstract

  • 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

  • Statistics & Probability Letters

author list (cited authors)

  • Liu, Z., Stengos, T., & Li, Q. i.

publication date

  • January 1, 2000 11:11 AM