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A Consistent Test for Linearity in Partially Linear Regression Models

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  • Li, Q.

Abstract

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Suggested Citation

  • Li, Q., 1994. "A Consistent Test for Linearity in Partially Linear Regression Models," Working Papers 1994-7, University of Guelph, Department of Economics and Finance.
    • Handle: RePEc:gue:guelph:1994-7
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    Citations

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    Cited by:

    1. Li, Q. & Wang, Suojin, 1998. "A simple consistent bootstrap test for a parametric regression function," Journal of Econometrics, Elsevier, vol. 87(1), pages 145-165, August.
    2. Shaw, Philip & Mauro, Joseph A., 2023. "The macroeconomic implications of corruption in the choice to educate," Economic Systems, Elsevier, vol. 47(2).
    3. Huang, Ta-Cheng & Li, Hongjun & Li, Zheng, 2020. "A modified bootstrap for kernel-based specification test with heavy-tailed data," Economics Letters, Elsevier, vol. 189(C).
    4. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
    5. Lahaye, Jerome & Shaw, Philip, 2014. "Can we reject linearity in an HAR-RV model for the S&P 500? Insights from a nonparametric HAR-RV," Economics Letters, Elsevier, vol. 125(1), pages 43-46.
    6. König, Anja, 1997. "Schätzen und Testen in semiparametrischen partiell linearen Modellen für die Paneldatenanalyse," Hannover Economic Papers (HEP) dp-208, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.

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