On distribution approximation: a simple comparative study on procedural variations of the Zheng test
The 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.
Volume (Year): 3 (2005)
Issue (Month): 11 ()
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- Hsiao, Cheng & Li, Qi & Racine, Jeffrey S., 2007.
"A consistent model specification test with mixed discrete and continuous data,"
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Econometric Society, vol. 58(6), pages 1443-58, November.
- Bierens, H.J., 1989. "A consistent conditional moment test of functional form," Serie Research Memoranda 0064, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Yatchew,Adonis, 2003.
"Semiparametric Regression for the Applied Econometrician,"
Cambridge University Press, number 9780521012263, November.
- Yatchew,Adonis, 2003. "Semiparametric Regression for the Applied Econometrician," Cambridge Books, Cambridge University Press, number 9780521812832, November.
- Juan Mora & Daniel Miles, 2002.
"On The Performance Of Nonparametric Specification Tests In Regression Models,"
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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.
- John Xu Zheng, 1996. "A consistent test of functional form via nonparametric estimation techniques," Journal of Econometrics, Elsevier, vol. 75(2), pages 263-289, December.
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