A Simple Framework for Nonparametric Specification Testing
收藏NBER1998-09-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/t0234
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资源简介：
This paper presents a simple framework for testing the specification of parametric conditional means. The test statistics are based on quadratic forms in the residuals of the null model. Under general assumptions the test statistics are asymptotically normal under the null. With an appropriate
提供机构：
美国国家经济研究局
创建时间：
1998-09-01
