Testing additive separability of error term in nonparametric structural models

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....

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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:
C12
C13
C14
Online Access:https://ink.library.smu.edu.sg/soe_research/1875
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Institution: Singapore Management University
Language: English

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