An alternative series based consistent model specification test Academic Article

abstract

• This paper presents a series based test for regression functional forms. Compared with the tests of Hong and White [Hong, Y.M., and White, H., 1995. Consistent Specification Testing via Nonparametric Series Regression, Econometrica, 63, 1133-1159.], our test imposes weaker conditions on the approximating base functions, avoids non-zero center terms and allows for optimal smoothing. 2006 Elsevier B.V. All rights reserved.

authors

• Li, Qi

published proceedings

• ECONOMICS LETTERS

author list (cited authors)

• Sun, Y., & Li, Q. i.

citation count

• 2

complete list of authors

• Sun, Yun||Li, Qi

publication date

• January 2006

publisher

• Elsevier  Publisher

published in

• Economics Letters  Journal

keywords

• Consistent Test
• Nonparametric Series Estimation
• Regression Functional Form

Digital Object Identifier (DOI)

• 10.1016/j.econlet.2006.03.038

start page

• 37

end page

• 44

volume

• 93

issue

• 1

URL

• http://dx.doi.org/10.1016/j.econlet.2006.03.038