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Asymptotic Inefficiency of an Estimator Derived from a Kernel-Based Test Statistic

Published online by Cambridge University Press:  11 February 2009

Oliver Linton
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Abstract

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Type
Problems
Information
Econometric Theory , Volume 13 , Issue 2 , April 1997 , pp. 306 - 307
Copyright
Copyright © Cambridge University Press 1997

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References

REFERENCE

Fan, J. & Li, Q. (1996) Consistent model specification tests: Omitted variables and semipararaetric functional forms. Econometrica 64, 865–890.CrossRefGoogle Scholar