A consistent conditional moment test of functional form
In this paper, it will be shown that any conditional moment test of functional form of nonlinear regression models can be converted into a chi-square test that is consistent against all deviations from the null hypothesis that the model represents the conditional expectation of the dependent variable relative to the vector of regressors. Copyright 1990 by The Econometric Society.
(This abstract was borrowed from another version of this item.)
|Date of creation:||1989|
|Date of revision:|
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