On distribution approximation: a simple comparative study on procedural variations of the Zheng test
AbstractThe study analyzes the performance of the Zheng test for functional form in different scenarios concerning the distribution approximation of the test statistic. We apply the test statistic for validating simple wage functions.
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Bibliographic InfoArticle provided by AccessEcon in its journal Economics Bulletin.
Volume (Year): 3 (2005)
Issue (Month): 11 ()
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nonparametric specification tests;
Find related papers by JEL classification:
- J0 - Labor and Demographic Economics - - General
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Cambridge University Press, number 9780521012263, October.
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"A consistent conditional moment test of functional form,"
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0064, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
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2002-13, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Miles, Daniel & Mora, Juan, 2003. "On the performance of nonparametric specification tests in regression models," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 477-490, March.
- Cheng Hsiao & Qi Li & Jeff Racine, 2006.
"A Consistent Model Specification Test with Mixed Discrete and Continuous Data,"
IEPR Working Papers
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- Hsiao, Cheng & Li, Qi & Racine, Jeffrey S., 2007. "A consistent model specification test with mixed discrete and continuous data," Journal of Econometrics, Elsevier, vol. 140(2), pages 802-826, October.
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