Testing for a functional form of mean regression in a fully parametric environment

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11640%2F19%3A00505017" target="_blank" >RIV/00216208:11640/19:00505017 - isvavai.cz</a>

Result on the web

<a href="http://dx.doi.org/10.1515/jem-2016-0013" target="_blank" >http://dx.doi.org/10.1515/jem-2016-0013</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1515/jem-2016-0013" target="_blank" >10.1515/jem-2016-0013</a>

Result language

angličtina

Original language name

Testing for a functional form of mean regression in a fully parametric environment

Original language description

We develop a test for a restricted functional form of a mean regression when a complex distributional model for all variables is estimated. The test statistic is an average squared deviation from the estimated hypothesized function of the form implied by the estimated parametric model, and is asymptotically distributed as a mixture of χ2 distributions. The test is easy to implement using numerical derivatives, and it performs well in samples of typical size. We illustrate the test using data on labor market characteristics of US young men.

Czech name

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Czech description

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Type

J_SC - Article in a specialist periodical, which is included in the SCOPUS database

CEP classification

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OECD FORD branch

50202 - Applied Economics, Econometrics

Project

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Continuities

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year

2019

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Journal of Econometric Methods

ISSN

2156-6674

e-ISSN

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Volume of the periodical

8

Issue of the periodical within the volume

1

Country of publishing house

DE - GERMANY

Number of pages

20

Pages from-to

1-20

UT code for WoS article

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EID of the result in the Scopus database

2-s2.0-85079271853