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: Nonparametric structural equation; Nonseparable models; Hypotheses testing; Additive separability; C12; C13; C14; Econometrics
• Online Access: https://ink.library.smu.edu.sg/soe_research/1875
• Institution: Singapore Management University

This article considers testing additive error structure in nonparametric structural models, against the alternative hypothesis that the random error term enters the nonparametric model nonadditively. We propose a test statistic under a set of identification conditions considered by Hoderlein et al....