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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- Juan Mora & Daniel Miles, 2002.
"On The Performance Of Nonparametric Specification Tests In Regression Models,"
Working Papers. Serie AD
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.
- Yatchew,Adonis, 2003.
"Semiparametric Regression for the Applied Econometrician,"
Cambridge University Press, number 9780521812832, November.
- Yatchew,Adonis, 2003. "Semiparametric Regression for the Applied Econometrician," Cambridge Books, Cambridge University Press, number 9780521012263, November.
- 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.
- Cheng Hsiao & Qi Li & Jeff Racine, 2006. "A Consistent Model Specification Test with Mixed Discrete and Continuous Data," IEPR Working Papers 06.47, Institute of Economic Policy Research (IEPR).
- Gozalo, Pedro L. & Linton, Oliver B., 2001. "Testing additivity in generalized nonparametric regression models with estimated parameters," Journal of Econometrics, Elsevier, vol. 104(1), pages 1-48, August.
- 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.
- Bierens, Herman J, 1990. "A Consistent Conditional Moment Test of Functional Form," Econometrica, Econometric Society, vol. 58(6), pages 1443-58, November.
- 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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