Testing additive separability of error term in nonparametric structural models

• المؤلفون الرئيسيون: SU, Liangjun, TU, Yundong, ULLAH, Aman
• التنسيق: text
• اللغة: English
• منشور في: Institutional Knowledge at Singapore Management University 2015
• الموضوعات: Nonparametric structural equation; Nonseparable models; Hypotheses testing; Additive separability; C12; C13; C14; Econometrics
• الوصول للمادة أونلاين: https://ink.library.smu.edu.sg/soe_research/1875

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....