A regression test of semiparametric index model specifications
This paper presents a straightforward regression test of parametric and semiparametric index models against more general semiparametric and nonparametric alternative models. The test is based on the regression coefficient of the restricted model residuals on the fitted values of the more general mod...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Working Paper |
| Published: |
MIT Center for Energy and Environmental Policy Research
2009
|
| Online Access: | http://hdl.handle.net/1721.1/50189 |