Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
- 1 July 1996
- journal article
- Published by JSTOR in Econometrica
- Vol. 64 (4) , 865
- https://doi.org/10.2307/2171848
Abstract
In this paper, we develop several consistent tests in the context of a nonparametric regression model. These include tests for the significance of a subset of r...Keywords
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