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Consistent specification tests for semiparametric/nonparametric models based on series estimation methods

Journal of Econometrics, no. 2 (2003): 295-325

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This paper considers the problem of consistent model specification tests using series estimation methods. The null models we consider in this paper all contain some nonparametric components. A leading case we consider is to test for an additive partially linear model. The null distribution of the test statistic is derived using a central ...更多

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