Testing Additive Separability of Error Term in Nonparametric Structural Models

• Main Authors: SU, Liangjun, TU, Yundong, ULLAH, Aman
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 2015
• Subjects: Additive Separability; Hypotheses Testing; Nonparametric Structural Equation; Nonseparable Models; Econometrics
• Online Access: https://ink.library.smu.edu.sg/soe_research/1432; https://ink.library.smu.edu.sg/context/soe_research/article/2431/viewcontent/stu20120912.pdf
• Institution: Singapore Management University

This paper considers testing additive error structure in nonparametric structural models, against the alternative hypothesis that the random error term enters the nonparametric model non-additively. We propose a test statistic under a set of identification conditions considered by Hoderlein, Su and...