Testing Additive Separability of Error Term in Nonparametric Structural Models

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...

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Bibliographic Details
Main Authors: SU, Liangjun, TU, Yundong, ULLAH, Aman
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2015
Subjects:
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
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Institution: Singapore Management University
Language: English
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