In this paper, we consider testing for additivity in a class of nonparametric stochastic regression models. Two test statistics are constructed and their asymptotic distributions are established. We also conduct a small sample study for one of the test statistics through a simulated example.
Consistent model specification tests
β Scribed by Herman J Bierens
- Publisher
- Elsevier Science
- Year
- 1982
- Tongue
- English
- Weight
- 772 KB
- Volume
- 20
- Category
- Article
- ISSN
- 0304-4076
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